-16.1%
OTIS vs ALHC
-30.5%
+14.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.6% |
| 7D | -0.8% | -1.0% | +0.2% | -0.7% |
| 30D | -4.7% | -6.3% | +1.6% | -4.4% |
| 3M | +1.2% | -12.3% | +13.5% | +1.3% |
| 6M | -20.5% | -27.0% | +6.5% | -19.8% |
| YTD | -18.4% | -31.8% | +13.4% | -17.6% |
| 1Y | -18.1% | -17.0% | -1.1% | -18.2% |
| 3Y | -10.6% | +159.8% | -170.4% | -19.7% |
| 5Y | -16.1% | -25.1% | +9.1% | -22.3% |
| All | -16.1% | -30.5% | +14.4% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling