+69.1%
OTIS vs HUBB
+439.2%
-370.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +1.2% |
| 7D | -3.0% | -0.1% | -2.9% | -2.9% |
| 30D | -6.0% | -10.0% | +3.9% | -2.6% |
| 3M | -0.9% | -1.6% | +0.7% | -1.0% |
| 6M | -17.3% | -3.1% | -14.2% | -17.5% |
| YTD | -19.6% | +4.6% | -24.1% | -22.4% |
| 1Y | -21.0% | +3.3% | -24.4% | -23.8% |
| 3Y | -12.1% | +46.6% | -58.7% | -29.6% |
| 5Y | -17.1% | +158.7% | -175.8% | -50.6% |
| All | +69.1% | +439.2% | -370.1% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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