+33.3%
HYG vs OPEN
-71.4%
+104.7%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.5% | 0.0% |
| 7D | 0.0% | +1.0% | -1.0% | 0.0% |
| 30D | -0.1% | -11.9% | +11.8% | +0.2% |
| 3M | +1.0% | -28.8% | +29.7% | +1.6% |
| 6M | +2.3% | -38.6% | +40.9% | +3.2% |
| YTD | +2.1% | -47.3% | +49.5% | +3.2% |
| 1Y | +3.8% | -49.2% | +53.0% | +3.9% |
| 3Y | +26.7% | -18.8% | +45.5% | +21.3% |
| 5Y | +19.3% | -83.6% | +102.9% | +14.1% |
| All | +33.3% | -71.4% | +104.7% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OPEN.
Daily Out/Under-Performance
Portfolio return minus OPEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OPEN 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 OPEN 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