+90.4%
HST vs OTIS
+2.0%
+88.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.9% |
| 7D | +0.6% | +1.7% | -1.1% | 0.0% |
| 30D | +14.5% | +18.5% | -4.0% | +7.5% |
| 3M | +15.4% | +7.9% | +7.5% | +12.1% |
| 6M | +22.0% | +5.7% | +16.3% | +19.2% |
| YTD | +54.9% | -9.1% | +63.9% | +60.2% |
| 1Y | +54.0% | -11.6% | +65.5% | +61.2% |
| 3Y | +90.4% | +0.6% | +89.9% | +70.5% |
| All | +90.4% | +2.0% | +88.4% | +70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling