-18.5%
OTIS vs HSY
+12.8%
-31.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.3% | -2.3% |
| 7D | -5.0% | -0.4% | -4.6% | -4.9% |
| 30D | -6.5% | -3.4% | -3.0% | -5.7% |
| 3M | -2.0% | -0.5% | -1.4% | -1.9% |
| 6M | -20.2% | -19.1% | -1.0% | -16.5% |
| YTD | -21.0% | -2.1% | -18.9% | -21.1% |
| 1Y | -20.9% | -3.2% | -17.6% | -20.9% |
| 3Y | -13.3% | -8.8% | -4.5% | -12.9% |
| 5Y | -18.5% | +13.0% | -31.5% | -24.4% |
| All | -18.5% | +12.8% | -31.3% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling