+133.8%
HD vs OTIS
+97.1%
+36.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | -2.1% | -0.7% | -1.3% | -1.8% |
| 30D | -8.4% | -2.0% | -6.4% | -7.7% |
| 3M | +4.3% | +2.6% | +1.8% | +3.3% |
| 6M | -11.1% | -20.9% | +9.8% | -2.5% |
| YTD | -4.7% | -17.1% | +12.4% | +2.4% |
| 1Y | -19.8% | -15.9% | -3.9% | -14.4% |
| 3Y | +4.1% | -12.7% | +16.8% | +7.9% |
| 5Y | +10.3% | -15.7% | +26.0% | +12.4% |
| All | +133.8% | +97.1% | +36.7% | +108.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling