+655.5%
HWM vs OTIS
-14.6%
+670.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -1.6% | -9.1% | -9.9% |
| 7D | -9.2% | -0.8% | -8.4% | -8.7% |
| 30D | -17.9% | -4.7% | -13.1% | -15.8% |
| 3M | -6.0% | +1.2% | -7.3% | -7.0% |
| 6M | -7.4% | -20.5% | +13.2% | +3.7% |
| YTD | +13.1% | -18.4% | +31.5% | +24.6% |
| 1Y | +29.3% | -18.1% | +47.4% | +41.8% |
| 3Y | +389.9% | -10.6% | +400.5% | +382.8% |
| 5Y | +655.5% | -16.1% | +671.6% | +627.9% |
| All | +655.5% | -14.6% | +670.1% | +627.9% |
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 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