+21.3%
HPQ vs OTIS
-9.8%
+31.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.9% | +2.0% | +5.1% |
| 7D | -7.8% | +9.5% | -17.3% | -9.3% |
| 30D | -4.9% | +21.1% | -26.0% | -7.7% |
| 3M | +4.9% | +9.0% | -4.1% | +3.3% |
| 6M | +47.1% | +6.4% | +40.6% | +45.0% |
| YTD | +39.5% | -7.1% | +46.6% | +38.3% |
| 1Y | +21.3% | -10.1% | +31.4% | +25.6% |
| All | +21.3% | -9.8% | +31.0% | +25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling