+12.7%
OTIS vs ALHC
-28.9%
+41.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.5% |
| 6M | -20.9% | -28.3% | +7.4% | -20.2% |
| YTD | -17.1% | -31.4% | +14.3% | -16.3% |
| 1Y | -15.9% | -16.9% | +1.0% | -16.0% |
| 3Y | -12.7% | +135.5% | -148.2% | -20.6% |
| 5Y | -15.7% | -33.6% | +17.9% | -20.4% |
| All | +12.7% | -28.9% | +41.6% | +3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling