-4.5%
HAL vs OTIS
-10.9%
+6.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.4% |
| 7D | +0.5% | -0.8% | +1.2% | +0.6% |
| 30D | +15.9% | -4.7% | +20.7% | +17.1% |
| 3M | -8.7% | +1.2% | -9.9% | -9.3% |
| 6M | +9.0% | -20.5% | +29.6% | +16.2% |
| YTD | +32.0% | -18.4% | +50.5% | +39.3% |
| 1Y | +72.5% | -18.1% | +90.5% | +81.6% |
| 3Y | -4.5% | -10.6% | +6.0% | -5.4% |
| All | -4.5% | -10.9% | +6.3% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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