-13.6%
OTIS vs HBM
+460.9%
-474.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.5% | +5.5% | -1.6% |
| 7D | -5.0% | -3.7% | -1.3% | -4.8% |
| 30D | -6.5% | -3.7% | -2.8% | -6.4% |
| 3M | -2.0% | +8.0% | -10.0% | -2.7% |
| 6M | -20.2% | +15.8% | -36.0% | -21.6% |
| YTD | -21.0% | +34.4% | -55.3% | -23.8% |
| 1Y | -20.9% | +98.2% | -119.0% | -26.8% |
| All | -13.6% | +460.9% | -474.5% | -32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling