-10.1%
OTIS vs ALHC
-51.4%
+41.3%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +10.1% | -6.3% | +3.5% |
| 7D | +9.5% | -0.5% | +10.0% | +9.5% |
| 30D | +21.1% | -4.2% | +25.3% | +21.2% |
| 3M | +9.0% | -39.8% | +48.8% | +11.2% |
| 6M | +6.4% | -57.7% | +64.2% | +8.8% |
| YTD | -7.1% | -58.8% | +51.7% | -6.7% |
| 1Y | -10.1% | -52.4% | +42.2% | -11.4% |
| All | -10.1% | -51.4% | +41.3% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 1y: compounded portfolio wealth divided by compounded ALHC 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…
1y analysis · Full analysis span regression · 6 months rolling