-74.1%
OPEN vs USHY
+38.5%
-112.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.5% | -6.2% | -4.0% |
| 7D | -10.5% | -0.7% | -9.8% | -6.7% |
| 30D | -21.8% | -0.5% | -21.2% | -19.1% |
| 3M | -37.5% | +0.5% | -38.0% | -38.3% |
| 6M | -44.1% | +1.5% | -45.6% | -47.3% |
| YTD | -52.0% | +1.7% | -53.7% | -55.2% |
| 1Y | -52.2% | +3.5% | -55.8% | -58.8% |
| 3Y | -25.9% | +27.2% | -53.1% | -75.6% |
| 5Y | -85.1% | +21.0% | -106.1% | -92.6% |
| All | -74.1% | +38.5% | -112.6% | -89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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