+226.7%
HST vs OTIS
+116.3%
+110.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +3.0% |
| 7D | +0.6% | +1.7% | -1.1% | -0.3% |
| 30D | +14.5% | +18.5% | -4.0% | +4.7% |
| 3M | +15.4% | +7.9% | +7.5% | +10.5% |
| 6M | +22.0% | +5.7% | +16.3% | +17.6% |
| YTD | +54.9% | -9.1% | +63.9% | +60.9% |
| 1Y | +54.0% | -11.6% | +65.5% | +62.5% |
| 3Y | +90.4% | +0.6% | +89.9% | +81.7% |
| 5Y | +84.2% | +1.8% | +82.4% | +72.0% |
| All | +226.7% | +116.3% | +110.5% | +125.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling