+126.1%
HD vs OTIS
+91.8%
+34.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | 0.0% | -0.6% |
| 7D | -1.8% | -2.2% | +0.3% | -0.9% |
| 30D | -10.8% | -4.3% | -6.5% | -9.2% |
| 3M | -2.7% | -2.2% | -0.5% | -1.8% |
| 6M | -10.3% | -19.9% | +9.6% | -2.1% |
| YTD | -7.8% | -19.3% | +11.5% | +0.2% |
| 1Y | -23.1% | -19.6% | -3.6% | -16.4% |
| 3Y | +2.0% | -11.5% | +13.5% | +5.2% |
| 5Y | +6.2% | -16.8% | +23.0% | +9.1% |
| All | +126.1% | +91.8% | +34.3% | +103.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling