+69.1%
OTIS vs HRB
+292.0%
-223.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.2% | +1.7% |
| 7D | -3.0% | -8.0% | +5.1% | -1.4% |
| 30D | -6.0% | -16.0% | +9.9% | -3.0% |
| 3M | -0.9% | +26.9% | -27.7% | -5.6% |
| 6M | -17.3% | +51.1% | -68.5% | -24.5% |
| YTD | -19.6% | +7.1% | -26.6% | -21.3% |
| 1Y | -21.0% | -9.6% | -11.4% | -20.0% |
| 3Y | -12.1% | +25.4% | -37.5% | -18.5% |
| 5Y | -17.1% | +114.9% | -132.0% | -32.6% |
| All | +69.1% | +292.0% | -223.0% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 10y: compounded portfolio wealth divided by compounded HRB 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…
10y analysis · Full analysis span regression · 6 months rolling