+8.2%
HD vs OTIS
+3.9%
+4.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.0% |
| 7D | +3.6% | +0.5% | +3.1% | +3.4% |
| 30D | +21.6% | +19.4% | +2.1% | +10.4% |
| 3M | +0.1% | +7.1% | -7.0% | -3.6% |
| 6M | +13.0% | +6.6% | +6.4% | +9.0% |
| YTD | +4.9% | -8.3% | +13.2% | +9.2% |
| 1Y | -2.1% | -11.6% | +9.5% | +4.0% |
| 3Y | +32.6% | +3.1% | +29.5% | +22.6% |
| 5Y | +8.2% | +2.5% | +5.8% | -1.9% |
| All | +8.2% | +3.9% | +4.4% | -1.9% |
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 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