+165.1%
JHX vs OTIS
+87.9%
+77.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -1.4% |
| 7D | -4.9% | -5.0% | +0.2% | -2.1% |
| 30D | -9.3% | -6.5% | -2.8% | -5.9% |
| 3M | +28.1% | -2.0% | +30.0% | +29.5% |
| 6M | +35.2% | -20.2% | +55.4% | +52.6% |
| YTD | +35.9% | -21.0% | +56.8% | +53.9% |
| 1Y | +42.5% | -20.9% | +63.4% | +61.0% |
| 3Y | -4.5% | -13.3% | +8.9% | +0.9% |
| 5Y | -27.1% | -18.5% | -8.6% | -22.4% |
| All | +165.1% | +87.9% | +77.2% | +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 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