-66.4%
HUBS vs OTIS
-17.8%
-48.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | -0.5% |
| 7D | -9.0% | -3.0% | -6.0% | -7.0% |
| 30D | +7.2% | -6.0% | +13.3% | +12.1% |
| 3M | +20.9% | -0.9% | +21.7% | +21.5% |
| 6M | -13.0% | -17.3% | +4.3% | -0.8% |
| YTD | -43.8% | -19.6% | -24.3% | -34.9% |
| 1Y | -54.6% | -21.0% | -33.6% | -46.8% |
| 3Y | -58.5% | -12.1% | -46.4% | -60.7% |
| All | -66.4% | -17.8% | -48.6% | -69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling