-72.2%
OPEN vs PHM
+251.3%
-323.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.3% | -1.4% |
| 7D | -2.9% | -3.9% | +0.9% | +0.8% |
| 30D | -13.8% | -8.6% | -5.2% | -5.7% |
| 3M | -30.9% | -2.9% | -27.9% | -29.9% |
| 6M | -40.9% | -5.7% | -35.2% | -39.3% |
| YTD | -48.5% | +1.9% | -50.4% | -51.1% |
| 1Y | -50.9% | -12.3% | -38.6% | -45.8% |
| 3Y | -20.6% | +50.8% | -71.4% | -47.0% |
| 5Y | -84.2% | +157.3% | -241.5% | -93.6% |
| All | -72.2% | +251.3% | -323.6% | -89.9% |
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