+89.6%
OTIS vs HDB
+40.1%
+49.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -1.8% | +2.7% | -4.6% | -2.5% |
| 30D | +12.1% | +14.1% | -2.0% | +8.4% |
| 3M | +6.8% | +11.8% | -5.1% | +3.5% |
| 6M | +7.1% | +8.2% | -1.1% | +4.3% |
| YTD | -9.8% | -29.3% | +19.5% | -2.5% |
| 1Y | -12.6% | -28.8% | +16.2% | -5.7% |
| 3Y | +0.1% | -7.5% | +7.5% | -0.7% |
| 5Y | -1.7% | -23.1% | +21.4% | +0.7% |
| All | +89.6% | +40.1% | +49.5% | +55.8% |
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