+181.8%
HPQ vs OTIS
+91.8%
+90.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.1% | +5.0% | +4.5% |
| 7D | +1.3% | -2.2% | +3.4% | +2.4% |
| 30D | +8.7% | -4.3% | +13.0% | +11.2% |
| 3M | +31.5% | -2.2% | +33.6% | +32.6% |
| 6M | +76.0% | -19.9% | +95.9% | +97.2% |
| YTD | +49.5% | -19.3% | +68.9% | +66.1% |
| 1Y | +17.3% | -19.6% | +36.8% | +30.4% |
| 3Y | +24.4% | -11.5% | +35.9% | +25.7% |
| 5Y | +37.3% | -16.8% | +54.1% | +41.5% |
| All | +181.8% | +91.8% | +90.0% | +93.0% |
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