+60.4%
HCA vs OTIS
-12.3%
+72.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +0.8% |
| 7D | +5.4% | -3.0% | +8.4% | +6.5% |
| 30D | +3.0% | -6.0% | +9.0% | +5.1% |
| 3M | +13.0% | -0.9% | +13.9% | +13.3% |
| 6M | -20.3% | -17.3% | -2.9% | -15.5% |
| YTD | -8.2% | -19.6% | +11.3% | -2.2% |
| 1Y | +6.7% | -21.0% | +27.7% | +14.2% |
| 3Y | +60.4% | -12.1% | +72.5% | +51.8% |
| All | +60.4% | -12.3% | +72.6% | +51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling