+687.9%
HAL vs OTIS
+115.8%
+572.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +2.7% |
| 7D | +6.1% | -1.3% | +7.4% | +6.7% |
| 30D | +2.9% | +12.8% | -9.9% | -2.8% |
| 3M | +3.3% | +7.4% | -4.0% | -0.4% |
| 6M | -16.9% | +7.7% | -24.6% | -20.5% |
| YTD | +21.2% | -9.3% | +30.5% | +25.0% |
| 1Y | +27.5% | -12.1% | +39.7% | +33.7% |
| 3Y | -6.4% | +0.6% | -7.1% | -11.2% |
| 5Y | +58.0% | -1.1% | +59.1% | +49.4% |
| All | +687.9% | +115.8% | +572.2% | +493.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling