+643.8%
HPE vs OTIS
+93.9%
+549.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.6% | +9.4% | +8.5% |
| 7D | +10.1% | -0.8% | +10.9% | +10.5% |
| 30D | +5.3% | -4.7% | +10.0% | +7.7% |
| 3M | +12.7% | +1.2% | +11.5% | +10.9% |
| 6M | +167.7% | -20.5% | +188.2% | +197.2% |
| YTD | +135.5% | -18.4% | +153.9% | +157.3% |
| 1Y | +143.4% | -18.1% | +161.5% | +165.1% |
| 3Y | +249.2% | -10.6% | +259.7% | +248.9% |
| 5Y | +343.8% | -16.1% | +359.9% | +351.7% |
| All | +643.8% | +93.9% | +549.9% | +393.1% |
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