+345.6%
HWM vs OTIS
+2.0%
+343.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | -1.8% | +1.7% | -3.5% | -2.3% |
| 30D | -2.7% | +18.5% | -21.2% | -7.8% |
| 3M | -22.7% | +7.9% | -30.6% | -24.6% |
| 6M | -18.9% | +5.7% | -24.6% | -20.5% |
| YTD | +7.1% | -9.1% | +16.1% | +9.7% |
| 1Y | +4.7% | -11.6% | +16.2% | +8.1% |
| 3Y | +345.6% | +0.6% | +345.0% | +311.9% |
| All | +345.6% | +2.0% | +343.6% | +311.9% |
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 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