+90.7%
OTIS vs HDB
+40.1%
+50.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.6% | +0.9% |
| 7D | -1.3% | +2.7% | -4.0% | -2.0% |
| 30D | +12.8% | +14.1% | -1.4% | +9.0% |
| 3M | +7.4% | +11.8% | -4.4% | +4.1% |
| 6M | +7.7% | +8.2% | -0.4% | +4.9% |
| YTD | -9.3% | -29.3% | +20.0% | -1.9% |
| 1Y | -12.1% | -28.8% | +16.7% | -5.2% |
| 3Y | +0.6% | -7.5% | +8.1% | -0.1% |
| 5Y | -1.1% | -23.1% | +22.0% | +1.3% |
| All | +90.7% | +40.1% | +50.6% | +56.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling