-62.4%
OUST vs FHN
+178.8%
-241.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +5.2% | +1.2% | +4.1% | +4.7% |
| 30D | -19.3% | -4.7% | -14.6% | -17.1% |
| 3M | -22.6% | +3.5% | -26.2% | -23.7% |
| 6M | +62.8% | +7.8% | +55.0% | +57.6% |
| YTD | +68.3% | +5.9% | +62.5% | +64.6% |
| 1Y | +28.5% | +12.5% | +16.1% | +22.5% |
| 3Y | +554.0% | +117.2% | +436.8% | +393.1% |
| 5Y | -56.2% | +86.5% | -142.8% | -67.8% |
| All | -62.4% | +178.8% | -241.2% | -72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FHN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling