+764.6%
HAL vs OTIS
+97.1%
+667.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | +2.9% | -0.7% | +3.7% | +3.3% |
| 30D | +17.0% | -2.0% | +19.0% | +18.0% |
| 3M | -9.7% | +2.6% | -12.2% | -11.2% |
| 6M | +8.6% | -20.9% | +29.6% | +20.3% |
| YTD | +33.0% | -17.1% | +50.1% | +43.6% |
| 1Y | +68.3% | -15.9% | +84.2% | +80.2% |
| 3Y | +0.1% | -12.7% | +12.9% | +2.1% |
| 5Y | +102.6% | -15.7% | +118.4% | +107.4% |
| All | +764.6% | +97.1% | +667.5% | +581.3% |
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