+177.7%
HST vs OTIS
+91.3%
+86.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -0.5% |
| 7D | +0.9% | -3.0% | +3.8% | +2.4% |
| 30D | -2.5% | -6.0% | +3.6% | +0.6% |
| 3M | -5.1% | -0.9% | -4.3% | -5.1% |
| 6M | +21.6% | -17.3% | +38.9% | +33.5% |
| YTD | +31.6% | -19.6% | +51.2% | +46.3% |
| 1Y | +36.1% | -21.0% | +57.2% | +52.6% |
| 3Y | +66.5% | -12.1% | +78.5% | +71.0% |
| 5Y | +76.6% | -17.1% | +93.7% | +83.4% |
| All | +177.7% | +91.3% | +86.5% | +104.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling