+71.4%
OTIS vs BHP
+383.7%
-312.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.4% | -2.0% |
| 7D | -0.8% | +1.3% | -2.0% | -1.1% |
| 30D | -4.7% | +4.0% | -8.7% | -5.7% |
| 3M | +1.2% | +12.3% | -11.1% | -2.0% |
| 6M | -20.5% | +30.8% | -51.3% | -26.4% |
| YTD | -18.4% | +58.8% | -77.2% | -28.5% |
| 1Y | -18.1% | +76.8% | -94.9% | -30.4% |
| 3Y | -10.6% | +87.5% | -98.0% | -26.3% |
| 5Y | -16.1% | +123.9% | -140.0% | -34.8% |
| All | +71.4% | +383.7% | -312.3% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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