+1,106.3%
HL vs OTIS
+91.8%
+1,014.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.4% |
| 7D | +0.4% | -2.2% | +2.5% | +1.5% |
| 30D | +18.8% | -4.3% | +23.1% | +21.4% |
| 3M | +43.7% | -2.2% | +45.9% | +44.7% |
| 6M | -1.0% | -19.9% | +18.9% | +9.8% |
| YTD | +8.7% | -19.3% | +28.0% | +19.7% |
| 1Y | +105.0% | -19.6% | +124.6% | +125.2% |
| 3Y | +427.3% | -11.5% | +438.8% | +442.1% |
| 5Y | +249.3% | -16.8% | +266.1% | +261.1% |
| All | +1,106.3% | +91.8% | +1,014.5% | +987.9% |
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 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