+211.7%
HPQ vs OTIS
+91.3%
+120.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.8% | +6.6% | +7.4% |
| 7D | +9.8% | -3.0% | +12.7% | +11.6% |
| 30D | +22.4% | -6.0% | +28.4% | +26.4% |
| 3M | +45.2% | -0.9% | +46.0% | +45.4% |
| 6M | +96.4% | -17.3% | +113.8% | +116.2% |
| YTD | +65.4% | -19.6% | +85.0% | +84.0% |
| 1Y | +31.6% | -21.0% | +52.6% | +48.0% |
| 3Y | +37.0% | -12.1% | +49.1% | +39.1% |
| 5Y | +53.0% | -17.1% | +70.1% | +58.0% |
| All | +211.7% | +91.3% | +120.4% | +113.9% |
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