+392.8%
HL vs OTIS
-12.3%
+405.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -2.0% |
| 7D | -4.4% | -3.0% | -1.4% | -3.1% |
| 30D | +9.3% | -6.0% | +15.3% | +12.2% |
| 3M | +32.0% | -0.9% | +32.9% | +31.8% |
| 6M | -6.4% | -17.3% | +10.9% | +1.5% |
| YTD | +3.1% | -19.6% | +22.7% | +12.6% |
| 1Y | +77.6% | -21.0% | +98.6% | +94.9% |
| 3Y | +392.8% | -12.1% | +404.9% | +345.4% |
| All | +392.8% | -12.3% | +405.1% | +345.4% |
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