+26.4%
HPQ vs OTIS
-13.8%
+40.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.1% | +1.7% |
| 7D | +3.5% | -5.0% | +8.5% | +5.1% |
| 30D | +13.7% | -6.5% | +20.2% | +16.0% |
| 3M | +33.9% | -2.0% | +35.8% | +34.5% |
| 6M | +80.9% | -20.2% | +101.1% | +94.1% |
| YTD | +52.6% | -21.0% | +73.5% | +63.7% |
| 1Y | +21.2% | -20.9% | +42.1% | +30.1% |
| All | +26.4% | -13.8% | +40.2% | +22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling