+9.7%
OTIS vs ALHC
-31.6%
+41.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.9% |
| 7D | -2.2% | -4.1% | +2.0% | -1.9% |
| 30D | -4.3% | -5.4% | +1.1% | -4.1% |
| 3M | -2.2% | -32.1% | +30.0% | -0.5% |
| 6M | -19.9% | -28.5% | +8.6% | -19.1% |
| YTD | -19.3% | -34.0% | +14.7% | -18.3% |
| 1Y | -19.6% | -20.9% | +1.4% | -19.5% |
| 3Y | -11.5% | +151.5% | -163.1% | -20.0% |
| 5Y | -16.8% | -28.8% | +12.1% | -21.5% |
| All | +9.7% | -31.6% | +41.3% | +0.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling