+69.6%
OTIS vs HALO
+672.6%
-603.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.2% | -1.0% |
| 7D | -2.2% | -2.1% | -0.1% | -1.9% |
| 30D | -4.3% | +4.6% | -9.0% | -4.9% |
| 3M | -2.2% | +50.2% | -52.4% | -7.5% |
| 6M | -19.9% | +57.6% | -77.5% | -24.8% |
| YTD | -19.3% | +59.6% | -78.9% | -24.6% |
| 1Y | -19.6% | +41.2% | -60.7% | -23.7% |
| 3Y | -11.5% | +178.9% | -190.4% | -25.8% |
| 5Y | -16.8% | +160.1% | -176.9% | -30.6% |
| All | +69.6% | +672.6% | -603.0% | +22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling