-16.5%
OTIS vs HALO
+158.6%
-175.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.5% |
| 6M | -17.3% | +61.3% | -78.6% | -22.8% |
| YTD | -19.6% | +59.3% | -78.8% | -25.0% |
| 1Y | -21.0% | +38.3% | -59.3% | -25.0% |
| 3Y | -12.1% | +185.9% | -198.0% | -27.8% |
| All | -16.5% | +158.6% | -175.2% | -32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling