+1.5%
HON vs OTIS
-17.8%
+19.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.8% |
| 7D | -3.5% | -3.0% | -0.5% | -2.0% |
| 30D | -13.8% | -6.0% | -7.7% | -11.1% |
| 3M | -11.7% | -0.9% | -10.8% | -11.5% |
| 6M | -18.7% | -17.3% | -1.4% | -11.2% |
| YTD | +0.2% | -19.6% | +19.8% | +10.8% |
| 1Y | -3.1% | -21.0% | +18.0% | +8.1% |
| 3Y | +17.0% | -12.1% | +29.1% | +19.4% |
| All | +1.5% | -17.8% | +19.3% | +1.3% |
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