+69.1%
OTIS vs HBM
+1,779.8%
-1,710.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.8% |
| 7D | -3.0% | -3.3% | +0.3% | -2.7% |
| 30D | -6.0% | -4.8% | -1.2% | -5.7% |
| 3M | -0.9% | -0.4% | -0.4% | -1.4% |
| 6M | -17.3% | +17.9% | -35.2% | -19.9% |
| YTD | -19.6% | +33.7% | -53.3% | -23.8% |
| 1Y | -21.0% | +95.6% | -116.6% | -29.0% |
| 3Y | -12.1% | +458.1% | -470.2% | -33.3% |
| 5Y | -17.1% | +329.0% | -346.1% | -37.0% |
| All | +69.1% | +1,779.8% | -1,710.7% | +20.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling