+1,745.6%
HWM vs OTIS
+114.5%
+1,631.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.3% |
| 7D | +7.3% | -1.8% | +9.1% | +8.4% |
| 30D | +1.6% | +12.1% | -10.6% | -5.2% |
| 3M | -21.9% | +6.8% | -28.6% | -25.2% |
| 6M | -19.0% | +7.1% | -26.2% | -23.0% |
| YTD | +7.9% | -9.8% | +17.7% | +12.9% |
| 1Y | +9.9% | -12.6% | +22.5% | +17.0% |
| 3Y | +342.1% | +0.1% | +342.1% | +313.6% |
| 5Y | +600.8% | -1.7% | +602.4% | +553.0% |
| All | +1,745.6% | +114.5% | +1,631.1% | +1,031.2% |
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