-41.4%
OPEN vs USHY
+25.4%
-66.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -2.8% |
| 7D | -15.0% | -0.4% | -14.6% | -11.8% |
| 30D | -40.2% | +0.6% | -40.8% | -41.8% |
| 3M | -67.4% | -2.0% | -65.4% | -61.1% |
| 6M | -74.0% | -0.5% | -73.5% | -71.7% |
| YTD | -79.6% | +0.6% | -80.2% | -79.5% |
| 1Y | -86.1% | +2.1% | -88.2% | -87.4% |
| 3Y | -41.4% | +25.3% | -66.7% | -89.3% |
| All | -41.4% | +25.4% | -66.8% | -89.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling