-68.5%
OUST vs FHN
+160.2%
-228.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -2.6% | -6.4% | -7.7% |
| 7D | -5.0% | -2.3% | -2.8% | -3.7% |
| 30D | -32.0% | -0.9% | -31.1% | -31.7% |
| 3M | -32.4% | -11.0% | -21.3% | -28.1% |
| 6M | +6.7% | -5.4% | +12.1% | +10.2% |
| YTD | +41.0% | -1.2% | +42.2% | +42.9% |
| 1Y | +18.0% | +10.5% | +7.5% | +13.4% |
| 3Y | +560.6% | +115.1% | +445.5% | +408.8% |
| 5Y | -55.1% | +58.1% | -113.2% | -64.5% |
| All | -68.5% | +160.2% | -228.8% | -76.3% |
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