+47.4%
JHX vs OTIS
-9.8%
+57.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.9% | +4.4% | +5.8% |
| 7D | +13.3% | +9.5% | +3.8% | +7.1% |
| 30D | +17.1% | +21.1% | -4.0% | +4.0% |
| 3M | +4.1% | +9.0% | -4.9% | -1.3% |
| 6M | +48.5% | +6.4% | +42.1% | +41.7% |
| YTD | +42.3% | -7.1% | +49.4% | +44.1% |
| 1Y | +47.4% | -10.1% | +57.5% | +51.0% |
| All | +47.4% | -9.8% | +57.2% | +51.0% |
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 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