+724.3%
HPE vs OTIS
+91.3%
+633.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.8% | +10.7% | +11.6% |
| 7D | +19.4% | -3.0% | +22.4% | +21.2% |
| 30D | +5.6% | -6.0% | +11.6% | +8.8% |
| 3M | +33.1% | -0.9% | +33.9% | +32.5% |
| 6M | +192.5% | -17.3% | +209.8% | +218.2% |
| YTD | +160.9% | -19.6% | +180.5% | +187.3% |
| 1Y | +155.0% | -21.0% | +176.0% | +183.3% |
| 3Y | +289.4% | -12.1% | +301.5% | +292.8% |
| 5Y | +395.7% | -17.1% | +412.7% | +407.8% |
| All | +724.3% | +91.3% | +633.0% | +450.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling