-16.8%
OTIS vs HDB
-38.7%
+21.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.6% |
| 7D | -2.2% | -4.9% | +2.7% | -0.9% |
| 30D | -4.3% | -5.8% | +1.5% | -2.8% |
| 3M | -2.2% | -5.2% | +3.0% | -1.2% |
| 6M | -19.9% | -25.7% | +5.8% | -13.8% |
| YTD | -19.3% | -39.6% | +20.2% | -8.7% |
| 1Y | -19.6% | -36.9% | +17.4% | -10.1% |
| 3Y | -11.5% | -29.7% | +18.2% | -5.3% |
| 5Y | -16.8% | -37.8% | +21.0% | -9.0% |
| All | -16.8% | -38.7% | +21.9% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling