-10.8%
OTIS vs HAS
+61.8%
-72.6%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.6% |
| 7D | +0.5% | +2.2% | -1.7% | +0.1% |
| 30D | +19.4% | +29.6% | -10.1% | +13.5% |
| 3M | +7.1% | +30.3% | -23.2% | +1.6% |
| 6M | +6.6% | +25.6% | -19.1% | +2.0% |
| YTD | -8.3% | +50.8% | -59.1% | -17.9% |
| All | -10.8% | +61.8% | -72.6% | -22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling