+71.4%
OTIS vs XHB
+321.4%
-249.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -0.6% |
| 7D | -0.8% | +0.2% | -1.0% | -0.8% |
| 30D | -4.7% | -9.1% | +4.3% | -0.9% |
| 3M | +1.2% | -2.3% | +3.5% | +1.9% |
| 6M | -20.5% | -4.1% | -16.4% | -19.6% |
| YTD | -18.4% | -1.7% | -16.7% | -18.6% |
| 1Y | -18.1% | -15.1% | -3.0% | -13.1% |
| 3Y | -10.6% | +26.8% | -37.4% | -22.8% |
| 5Y | -16.1% | +37.3% | -53.4% | -31.6% |
| All | +71.4% | +321.4% | -249.9% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded XHB 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling