+7.7%
OTIS vs PHM
+12.3%
-4.6%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +1.0% | +1.0% |
| 7D | -1.3% | -4.1% | +2.9% | +0.2% |
| 30D | +12.8% | +16.1% | -3.4% | +7.4% |
| 3M | +7.4% | -2.5% | +9.9% | +7.5% |
| 6M | +7.7% | +12.9% | -5.2% | +1.9% |
| All | +7.7% | +12.3% | -4.6% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 6mo: compounded portfolio wealth divided by compounded PHM 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…
6mo analysis · Full analysis span regression · 6 months rolling