+7.4%
HD vs OTIS
-14.6%
+22.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.4% |
| 7D | -1.2% | -0.8% | -0.4% | -0.8% |
| 30D | -11.1% | -4.7% | -6.4% | -8.9% |
| 3M | +2.0% | +1.2% | +0.8% | +1.3% |
| 6M | -10.5% | -20.5% | +10.1% | +0.6% |
| YTD | -6.9% | -18.4% | +11.6% | +3.0% |
| 1Y | -23.2% | -18.1% | -5.1% | -15.4% |
| 3Y | +3.1% | -10.6% | +13.6% | +3.8% |
| 5Y | +7.4% | -16.1% | +23.5% | +4.4% |
| All | +7.4% | -14.6% | +22.0% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling