-21.0%
OTIS vs HSY
-4.1%
-16.9%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.9% |
| 7D | -3.0% | +0.1% | -3.1% | -3.0% |
| 30D | -6.0% | -5.2% | -0.8% | -5.1% |
| 3M | -0.9% | -3.4% | +2.5% | -0.3% |
| 6M | -17.3% | -19.2% | +1.9% | -14.9% |
| YTD | -19.6% | -2.6% | -16.9% | -18.9% |
| 1Y | -21.0% | -3.8% | -17.2% | -21.0% |
| All | -21.0% | -4.1% | -16.9% | -21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling