+71.4%
OTIS vs HBM
+1,955.6%
-1,884.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.8% | -7.4% | -2.2% |
| 7D | -0.8% | +7.4% | -8.1% | -1.5% |
| 30D | -4.7% | +5.1% | -9.8% | -5.4% |
| 3M | +1.2% | +11.1% | -9.9% | -0.5% |
| 6M | -20.5% | +30.2% | -50.7% | -23.8% |
| YTD | -18.4% | +46.2% | -64.7% | -23.5% |
| 1Y | -18.1% | +120.0% | -138.1% | -27.3% |
| 3Y | -10.6% | +527.4% | -538.0% | -33.0% |
| 5Y | -16.1% | +400.4% | -416.5% | -37.3% |
| All | +71.4% | +1,955.6% | -1,884.2% | +21.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling