-18.5%
OTIS vs HIG
+118.8%
-137.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -5.0% | -2.3% | -2.7% | -4.1% |
| 30D | -6.5% | -1.2% | -5.3% | -6.0% |
| 3M | -2.0% | +6.3% | -8.2% | -4.8% |
| 6M | -20.2% | +0.6% | -20.8% | -20.6% |
| YTD | -21.0% | +0.6% | -21.6% | -21.4% |
| 1Y | -20.9% | +6.1% | -27.0% | -23.3% |
| 3Y | -13.3% | +102.0% | -115.3% | -38.7% |
| 5Y | -18.5% | +119.2% | -137.7% | -47.3% |
| All | -18.5% | +118.8% | -137.3% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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