+92.6%
HUBS vs OTIS
+91.3%
+1.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | -0.3% |
| 7D | -9.0% | -3.0% | -6.0% | -7.3% |
| 30D | +7.2% | -6.0% | +13.3% | +11.2% |
| 3M | +20.9% | -0.9% | +21.7% | +21.5% |
| 6M | -13.0% | -17.3% | +4.3% | -3.2% |
| YTD | -43.8% | -19.6% | -24.3% | -36.6% |
| 1Y | -54.6% | -21.0% | -33.6% | -48.3% |
| 3Y | -58.5% | -12.1% | -46.4% | -58.0% |
| 5Y | -66.4% | -17.1% | -49.3% | -65.9% |
| All | +92.6% | +91.3% | +1.3% | +44.7% |
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