+69.6%
OTIS vs HAS
+143.8%
-74.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.8% |
| 7D | -2.2% | -4.8% | +2.7% | -1.2% |
| 30D | -4.3% | -5.1% | +0.8% | -3.4% |
| 3M | -2.2% | +6.4% | -8.6% | -3.6% |
| 6M | -19.9% | -5.6% | -14.3% | -19.3% |
| YTD | -19.3% | +11.0% | -30.3% | -21.5% |
| 1Y | -19.6% | +16.8% | -36.3% | -22.6% |
| 3Y | -11.5% | +44.0% | -55.6% | -19.5% |
| 5Y | -16.8% | +11.0% | -27.8% | -21.4% |
| All | +69.6% | +143.8% | -74.2% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling