+167.8%
JHX vs OTIS
+91.3%
+76.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | 0.0% |
| 7D | -6.3% | -3.0% | -3.4% | -4.7% |
| 30D | -7.7% | -6.0% | -1.7% | -4.5% |
| 3M | +19.2% | -0.9% | +20.0% | +19.7% |
| 6M | +38.3% | -17.3% | +55.6% | +53.1% |
| YTD | +37.2% | -19.6% | +56.8% | +53.9% |
| 1Y | +42.3% | -21.0% | +63.3% | +60.9% |
| 3Y | -4.4% | -12.1% | +7.7% | +0.2% |
| 5Y | -26.4% | -17.1% | -9.3% | -22.4% |
| All | +167.8% | +91.3% | +76.5% | +98.1% |
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