+9.0%
HCA vs OTIS
-9.8%
+18.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +3.9% | +6.5% | +8.6% |
| 7D | +10.2% | +9.5% | +0.8% | +6.2% |
| 30D | +17.4% | +21.1% | -3.7% | +8.5% |
| 3M | +27.7% | +9.0% | +18.7% | +23.0% |
| 6M | +20.0% | +6.4% | +13.6% | +15.9% |
| YTD | +10.0% | -7.1% | +17.1% | +9.4% |
| 1Y | +9.0% | -10.1% | +19.1% | +11.7% |
| All | +9.0% | -9.8% | +18.8% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 1y: compounded portfolio wealth divided by compounded OTIS 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…
1y analysis · Full analysis span regression · 6 months rolling