-13.0%
OTIS vs ALHC
-54.8%
+41.8%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.4% |
| 7D | -3.0% | -0.8% | -2.2% | -2.9% |
| 30D | +14.0% | -9.6% | +23.6% | +14.4% |
| 3M | +4.9% | -44.5% | +49.4% | +7.4% |
| 6M | +5.4% | -59.2% | +64.6% | +7.8% |
| YTD | -10.2% | -62.0% | +51.8% | -9.7% |
| All | -13.0% | -54.8% | +41.8% | -14.1% |
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