+69.1%
OTIS vs HDB
+26.6%
+42.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.9% | -5.1% | 0.0% |
| 7D | -3.0% | +0.7% | -3.7% | -3.2% |
| 30D | -6.0% | +1.0% | -7.0% | -6.3% |
| 3M | -0.9% | -2.0% | +1.1% | -0.8% |
| 6M | -17.3% | -18.1% | +0.8% | -13.5% |
| YTD | -19.6% | -36.1% | +16.6% | -10.6% |
| 1Y | -21.0% | -34.0% | +13.0% | -13.1% |
| 3Y | -12.1% | -26.7% | +14.6% | -7.1% |
| 5Y | -17.1% | -33.9% | +16.8% | -11.7% |
| All | +69.1% | +26.6% | +42.5% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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