-20.9%
OTIS vs HDB
-37.9%
+17.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.8% |
| 7D | -5.0% | -6.2% | +1.2% | -3.7% |
| 30D | -6.5% | -6.2% | -0.3% | -5.2% |
| 3M | -2.0% | -5.9% | +3.9% | -1.3% |
| 6M | -20.2% | -25.9% | +5.7% | -15.7% |
| YTD | -21.0% | -40.2% | +19.3% | -17.0% |
| 1Y | -20.9% | -38.0% | +17.1% | -16.8% |
| All | -20.9% | -37.9% | +17.1% | -16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling