+102.3%
HON vs OTIS
+93.9%
+8.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | +0.1% |
| 7D | -0.8% | -0.8% | -0.1% | -0.5% |
| 30D | -15.2% | -4.7% | -10.4% | -13.2% |
| 3M | -6.0% | +1.2% | -7.2% | -6.6% |
| 6M | -14.9% | -20.5% | +5.6% | -5.5% |
| YTD | +3.2% | -18.4% | +21.6% | +13.0% |
| 1Y | 0.0% | -18.1% | +18.1% | +9.3% |
| 3Y | +21.5% | -10.6% | +32.0% | +24.4% |
| 5Y | +4.0% | -16.1% | +20.1% | +7.8% |
| All | +102.3% | +93.9% | +8.4% | +56.5% |
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