-9.4%
OTIS vs ALHC
+140.1%
-149.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.4% |
| 7D | -0.7% | -0.6% | -0.2% | -0.7% |
| 30D | -2.0% | -1.0% | -1.0% | -2.0% |
| 3M | +2.6% | -10.2% | +12.7% | +2.4% |
| 6M | -20.9% | -28.3% | +7.4% | -20.6% |
| YTD | -17.1% | -31.4% | +14.3% | -16.8% |
| 1Y | -15.9% | -16.9% | +1.0% | -16.0% |
| All | -9.4% | +140.1% | -149.4% | -14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling