-18.5%
OTIS vs HBM
+336.0%
-354.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.5% | +5.5% | -1.2% |
| 7D | -5.0% | -3.7% | -1.3% | -4.7% |
| 30D | -6.5% | -3.7% | -2.8% | -6.3% |
| 3M | -2.0% | +8.0% | -10.0% | -3.4% |
| 6M | -20.2% | +15.8% | -36.0% | -22.7% |
| YTD | -21.0% | +34.4% | -55.3% | -25.6% |
| 1Y | -20.9% | +98.2% | -119.0% | -29.8% |
| 3Y | -13.3% | +476.6% | -489.9% | -37.8% |
| 5Y | -18.5% | +331.1% | -349.6% | -42.3% |
| All | -18.5% | +336.0% | -354.5% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling