+175.4%
HST vs OTIS
+97.1%
+78.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | -1.0% | -0.7% | -0.3% | -0.6% |
| 30D | -12.3% | -2.0% | -10.3% | -11.4% |
| 3M | -6.4% | +2.6% | -8.9% | -8.0% |
| 6M | +15.0% | -20.9% | +35.9% | +29.4% |
| YTD | +30.5% | -17.1% | +47.6% | +42.8% |
| 1Y | +35.7% | -15.9% | +51.6% | +47.1% |
| 3Y | +68.4% | -12.7% | +81.1% | +74.1% |
| 5Y | +73.1% | -15.7% | +88.9% | +78.2% |
| All | +175.4% | +97.1% | +78.2% | +99.7% |
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