-89.0%
OPEN vs USHY
+37.0%
-126.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.0% |
| 7D | -15.0% | -0.4% | -14.6% | -12.7% |
| 30D | -40.2% | +0.6% | -40.8% | -41.4% |
| 3M | -67.4% | -2.0% | -65.4% | -62.8% |
| 6M | -74.0% | -0.5% | -73.5% | -72.3% |
| YTD | -79.6% | +0.6% | -80.2% | -79.4% |
| 1Y | -86.1% | +2.1% | -88.2% | -87.0% |
| 3Y | -41.4% | +25.3% | -66.7% | -79.1% |
| 5Y | -94.9% | +19.7% | -114.6% | -97.2% |
| All | -89.0% | +37.0% | -126.0% | -95.3% |
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