-18.5%
OTIS vs HUBB
+148.7%
-167.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.5% | -1.9% |
| 7D | -5.0% | -1.7% | -3.3% | -4.5% |
| 30D | -6.5% | -12.7% | +6.2% | -2.5% |
| 3M | -2.0% | -2.9% | +1.0% | -1.6% |
| 6M | -20.2% | -4.8% | -15.4% | -19.9% |
| YTD | -21.0% | +2.8% | -23.7% | -23.1% |
| 1Y | -20.9% | +3.5% | -24.4% | -23.5% |
| 3Y | -13.3% | +43.5% | -56.9% | -29.8% |
| 5Y | -18.5% | +154.2% | -172.7% | -53.3% |
| All | -18.5% | +148.7% | -167.2% | -53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling