-18.5%
OTIS vs HRB
+109.9%
-128.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.5% | -1.9% |
| 7D | -5.0% | -12.2% | +7.1% | -2.9% |
| 30D | -6.5% | -3.0% | -3.5% | -6.2% |
| 3M | -2.0% | +21.7% | -23.7% | -5.6% |
| 6M | -20.2% | +52.3% | -72.5% | -26.7% |
| YTD | -21.0% | +6.5% | -27.5% | -22.0% |
| 1Y | -20.9% | -6.7% | -14.2% | -19.7% |
| 3Y | -13.3% | +25.1% | -38.4% | -19.5% |
| 5Y | -18.5% | +113.8% | -132.3% | -32.3% |
| All | -18.5% | +109.9% | -128.4% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling