+66.1%
HST vs OTIS
-10.9%
+77.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.7% |
| 7D | +2.0% | -0.8% | +2.8% | +2.3% |
| 30D | -5.2% | -4.7% | -0.5% | -3.4% |
| 3M | -6.2% | +1.2% | -7.5% | -7.0% |
| 6M | +20.4% | -20.5% | +41.0% | +32.0% |
| YTD | +30.6% | -18.4% | +49.1% | +41.3% |
| 1Y | +37.4% | -18.1% | +55.4% | +48.1% |
| 3Y | +66.1% | -10.6% | +76.7% | +57.5% |
| All | +66.1% | -10.9% | +77.0% | +57.5% |
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