+221.6%
HST vs OTIS
+113.5%
+108.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | +3.6% | -3.0% | +6.6% | +5.2% |
| 30D | +9.9% | +14.0% | -4.1% | +2.5% |
| 3M | +12.9% | +4.9% | +8.0% | +9.7% |
| 6M | +22.9% | +5.4% | +17.5% | +18.6% |
| YTD | +52.4% | -10.2% | +62.6% | +59.4% |
| 1Y | +52.5% | -13.4% | +65.9% | +62.8% |
| 3Y | +87.4% | -0.7% | +88.1% | +80.0% |
| 5Y | +82.9% | -2.1% | +85.1% | +74.2% |
| All | +221.6% | +113.5% | +108.0% | +122.9% |
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