-10.1%
OTIS vs HALO
+92.7%
-102.8%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.3% | +2.5% | +3.8% |
| 7D | +9.5% | +0.2% | +9.3% | +9.5% |
| 30D | +21.1% | +20.3% | +0.8% | +19.4% |
| 3M | +9.0% | +56.6% | -47.6% | +5.2% |
| 6M | +6.4% | +101.9% | -95.4% | +0.5% |
| YTD | -7.1% | +93.7% | -100.8% | -13.3% |
| 1Y | -10.1% | +91.5% | -101.7% | -16.3% |
| All | -10.1% | +92.7% | -102.8% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 HALO 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