-10.1%
OTIS vs HBM
+47.3%
-57.4%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.6% | +0.2% | +3.9% |
| 7D | +9.5% | -5.8% | +15.3% | +9.4% |
| 30D | +21.1% | -18.5% | +39.6% | +21.2% |
| 3M | +9.0% | -10.3% | +19.3% | +9.0% |
| 6M | +6.4% | +2.1% | +4.3% | +5.9% |
| YTD | -7.1% | +12.0% | -19.2% | -8.3% |
| 1Y | -10.1% | +49.8% | -59.9% | -12.0% |
| All | -10.1% | +47.3% | -57.4% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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