-70.8%
OPEN vs FHN
+205.3%
-276.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | -4.3% | +1.2% | -5.4% | -4.7% |
| 30D | -16.2% | -4.7% | -11.5% | -14.6% |
| 3M | -36.4% | +3.5% | -39.9% | -37.3% |
| 6M | -35.5% | +7.8% | -43.3% | -37.6% |
| YTD | -46.0% | +5.9% | -51.8% | -47.4% |
| 1Y | -47.1% | +12.5% | -59.6% | -49.7% |
| 3Y | -19.0% | +117.2% | -136.2% | -37.3% |
| 5Y | -83.6% | +86.5% | -170.1% | -86.9% |
| All | -70.8% | +205.3% | -276.2% | -75.3% |
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