-89.0%
OPEN vs PHM
+276.0%
-365.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.7% |
| 7D | -15.0% | -4.1% | -10.9% | -11.2% |
| 30D | -40.2% | +16.1% | -56.4% | -47.8% |
| 3M | -67.4% | -2.5% | -64.9% | -66.2% |
| 6M | -74.0% | +12.9% | -86.9% | -77.1% |
| YTD | -79.6% | +9.0% | -88.6% | -81.7% |
| 1Y | -86.1% | +8.2% | -94.3% | -87.5% |
| 3Y | -41.4% | +58.4% | -99.8% | -62.5% |
| 5Y | -94.9% | +159.2% | -254.0% | -98.0% |
| All | -89.0% | +276.0% | -365.0% | -96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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