+389.9%
HWM vs OTIS
-10.9%
+400.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -1.6% | -9.1% | -10.1% |
| 7D | -9.2% | -0.8% | -8.4% | -8.8% |
| 30D | -17.9% | -4.7% | -13.1% | -16.5% |
| 3M | -6.0% | +1.2% | -7.3% | -6.8% |
| 6M | -7.4% | -20.5% | +13.2% | -0.2% |
| YTD | +13.1% | -18.4% | +31.5% | +20.6% |
| 1Y | +29.3% | -18.1% | +47.4% | +37.6% |
| 3Y | +389.9% | -10.6% | +400.5% | +347.7% |
| All | +389.9% | -10.9% | +400.8% | +347.7% |
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 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