+50.0%
HUM vs OTIS
-9.8%
+59.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.0% | 0.0% |
| 7D | +1.6% | +9.5% | -7.9% | +1.6% |
| 30D | +3.5% | +21.1% | -17.6% | +3.6% |
| 3M | +15.5% | +9.0% | +6.5% | +15.4% |
| 6M | +76.2% | +6.4% | +69.8% | +77.4% |
| YTD | +64.5% | -7.1% | +71.7% | +79.4% |
| 1Y | +50.0% | -10.1% | +60.2% | +67.9% |
| All | +50.0% | -9.8% | +59.8% | +67.9% |
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