+69.1%
OTIS vs HALO
+671.2%
-602.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | -3.0% | -2.7% | -0.2% | -2.6% |
| 30D | -6.0% | +5.3% | -11.3% | -6.7% |
| 3M | -0.9% | +51.6% | -52.4% | -6.4% |
| 6M | -17.3% | +61.3% | -78.6% | -22.6% |
| YTD | -19.6% | +59.3% | -78.8% | -24.8% |
| 1Y | -21.0% | +38.3% | -59.3% | -24.9% |
| 3Y | -12.1% | +185.9% | -198.0% | -26.6% |
| 5Y | -17.1% | +159.9% | -177.0% | -30.9% |
| All | +69.1% | +671.2% | -602.1% | +22.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling