+74.2%
OTIS vs HDB
+25.7%
+48.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.3% |
| 7D | -0.7% | +0.4% | -1.2% | -0.9% |
| 30D | -2.0% | -2.8% | +0.8% | -1.3% |
| 3M | +2.6% | -3.5% | +6.1% | +3.1% |
| 6M | -20.9% | -24.7% | +3.8% | -15.5% |
| YTD | -17.1% | -36.6% | +19.5% | -7.7% |
| 1Y | -15.9% | -34.4% | +18.5% | -7.3% |
| 3Y | -12.7% | -24.4% | +11.6% | -8.6% |
| 5Y | -15.7% | -35.4% | +19.6% | -9.7% |
| All | +74.2% | +25.7% | +48.5% | +47.5% |
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