+69.6%
OTIS vs USHY
+63.3%
+6.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -0.8% |
| 7D | -2.2% | -0.1% | -2.0% | -2.0% |
| 30D | -4.3% | 0.0% | -4.3% | -4.2% |
| 3M | -2.2% | +0.8% | -3.0% | -3.3% |
| 6M | -19.9% | +1.9% | -21.8% | -21.9% |
| YTD | -19.3% | +2.3% | -21.6% | -21.7% |
| 1Y | -19.6% | +4.1% | -23.7% | -23.9% |
| 3Y | -11.5% | +27.8% | -39.3% | -36.4% |
| 5Y | -16.8% | +21.5% | -38.3% | -35.1% |
| All | +69.6% | +63.3% | +6.2% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 all: compounded portfolio wealth divided by compounded USHY 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…
all analysis · Full analysis span regression · 6 months rolling