-71.6%
OPEN vs FHN
+202.0%
-273.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.5% | -2.1% |
| 7D | +1.0% | +2.7% | -1.7% | -0.1% |
| 30D | -11.9% | -3.1% | -8.8% | -10.9% |
| 3M | -28.8% | +2.3% | -31.1% | -29.5% |
| 6M | -38.6% | +9.7% | -48.3% | -41.1% |
| YTD | -47.3% | +4.7% | -52.1% | -48.5% |
| 1Y | -49.2% | +13.8% | -62.9% | -51.8% |
| 3Y | -18.8% | +131.6% | -150.3% | -37.8% |
| 5Y | -83.6% | +91.1% | -174.8% | -87.0% |
| All | -71.6% | +202.0% | -273.6% | -75.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling