+25.0%
HL vs OTIS
-9.8%
+34.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +3.9% | +9.3% | +12.6% |
| 7D | +0.2% | +9.5% | -9.3% | -0.6% |
| 30D | -12.1% | +21.1% | -33.2% | -14.4% |
| 3M | -2.8% | +9.0% | -11.8% | -3.4% |
| 6M | -14.9% | +6.4% | -21.4% | -15.1% |
| YTD | -22.0% | -7.1% | -14.9% | -20.2% |
| 1Y | +25.0% | -10.1% | +35.1% | +28.9% |
| All | +25.0% | -9.8% | +34.8% | +28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling