-70.8%
OPEN vs PHM
+267.6%
-338.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | -4.3% | -3.2% | -1.1% | -1.1% |
| 30D | -16.2% | -6.4% | -9.8% | -10.3% |
| 3M | -36.4% | +5.5% | -41.9% | -40.6% |
| 6M | -35.5% | -5.4% | -30.0% | -33.7% |
| YTD | -46.0% | +6.6% | -52.6% | -50.9% |
| 1Y | -47.1% | -8.8% | -38.3% | -43.8% |
| 3Y | -19.0% | +54.1% | -73.1% | -47.2% |
| 5Y | -83.6% | +144.5% | -228.1% | -93.3% |
| All | -70.8% | +267.6% | -338.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling