-13.9%
HUT vs OTIS
+0.9%
-14.8%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.8% | +8.4% | +8.2% |
| 7D | +24.8% | -2.9% | +27.6% | +27.7% |
| 30D | -28.4% | +16.1% | -44.5% | -39.9% |
| 3M | -31.2% | +6.7% | -38.0% | -37.6% |
| 6M | -40.2% | +6.0% | -46.3% | -46.9% |
| YTD | +32.9% | -9.8% | +42.7% | +38.5% |
| 1Y | +39.1% | -12.3% | +51.4% | +49.7% |
| 3Y | +462.8% | -0.2% | +463.0% | +342.2% |
| 5Y | -13.9% | +1.0% | -14.9% | -36.6% |
| All | -13.9% | +0.9% | -14.8% | -36.6% |
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