+69.1%
OTIS vs HSY
+74.8%
-5.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.0% |
| 7D | -3.0% | +0.1% | -3.1% | -3.0% |
| 30D | -6.0% | -5.2% | -0.8% | -4.5% |
| 3M | -0.9% | -3.4% | +2.5% | 0.0% |
| 6M | -17.3% | -19.2% | +1.9% | -12.2% |
| YTD | -19.6% | -2.6% | -16.9% | -19.7% |
| 1Y | -21.0% | -3.8% | -17.2% | -21.1% |
| 3Y | -12.1% | -10.6% | -1.5% | -10.9% |
| 5Y | -17.1% | +12.3% | -29.4% | -26.8% |
| All | +69.1% | +74.8% | -5.8% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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