+111.9%
HAL vs OTIS
-17.1%
+129.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.3% |
| 7D | -1.3% | -2.2% | +0.8% | -0.5% |
| 30D | +10.9% | -4.3% | +15.2% | +12.7% |
| 3M | -5.8% | -2.2% | -3.7% | -5.5% |
| 6M | +8.1% | -19.9% | +28.0% | +17.9% |
| YTD | +33.2% | -19.3% | +52.5% | +44.5% |
| 1Y | +74.2% | -19.6% | +93.7% | +89.0% |
| 3Y | -3.7% | -11.5% | +7.8% | -4.0% |
| 5Y | +111.9% | -16.8% | +128.7% | +114.9% |
| All | +111.9% | -17.1% | +129.0% | +114.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling