+155.8%
HD vs OTIS
+114.5%
+41.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | -1.2% | -2.9% | +1.7% | +0.1% |
| 30D | +20.9% | +16.1% | +4.8% | +13.8% |
| 3M | -0.2% | +6.7% | -6.9% | -2.8% |
| 6M | +14.5% | +6.0% | +8.5% | +11.7% |
| YTD | +4.3% | -9.8% | +14.1% | +8.3% |
| 1Y | -3.5% | -12.3% | +8.9% | +1.4% |
| 3Y | +30.1% | -0.2% | +30.4% | +27.9% |
| 5Y | +8.5% | +1.0% | +7.5% | +4.7% |
| All | +155.8% | +114.5% | +41.3% | +120.4% |
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