+71.4%
OTIS vs HIG
+500.8%
-429.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.3% | -1.0% |
| 7D | -0.8% | -1.1% | +0.3% | -0.4% |
| 30D | -4.7% | -4.9% | +0.2% | -3.2% |
| 3M | +1.2% | +6.8% | -5.6% | -1.1% |
| 6M | -20.5% | -1.7% | -18.8% | -20.2% |
| YTD | -18.4% | -0.2% | -18.2% | -18.6% |
| 1Y | -18.1% | +5.7% | -23.8% | -19.8% |
| 3Y | -10.6% | +100.3% | -110.9% | -29.1% |
| 5Y | -16.1% | +118.5% | -134.6% | -35.5% |
| All | +71.4% | +500.8% | -429.3% | +4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling