+73.7%
HST vs OTIS
-14.6%
+88.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.9% |
| 7D | +2.0% | -0.8% | +2.8% | +2.4% |
| 30D | -5.2% | -4.7% | -0.5% | -2.8% |
| 3M | -6.2% | +1.2% | -7.5% | -7.3% |
| 6M | +20.4% | -20.5% | +41.0% | +35.6% |
| YTD | +30.6% | -18.4% | +49.1% | +44.6% |
| 1Y | +37.4% | -18.1% | +55.4% | +51.4% |
| 3Y | +66.1% | -10.6% | +76.7% | +65.7% |
| 5Y | +73.7% | -16.1% | +89.8% | +69.4% |
| All | +73.7% | -14.6% | +88.3% | +69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling