+56.4%
HYG vs OTIS
+91.3%
-34.8%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.3% |
| 7D | -0.7% | -3.0% | +2.3% | -0.2% |
| 30D | -0.7% | -6.0% | +5.3% | +0.2% |
| 3M | -0.2% | -0.9% | +0.7% | -0.2% |
| 6M | +1.4% | -17.3% | +18.8% | +4.4% |
| YTD | +1.5% | -19.6% | +21.0% | +4.8% |
| 1Y | +2.9% | -21.0% | +23.9% | +6.5% |
| 3Y | +25.6% | -12.1% | +37.7% | +26.0% |
| 5Y | +18.6% | -17.1% | +35.6% | +18.4% |
| All | +56.4% | +91.3% | -34.8% | +34.9% |
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 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