-19.6%
OTIS vs HAS
+16.0%
-35.6%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -3.5% |
| 6M | -19.9% | -5.6% | -14.3% | -19.3% |
| YTD | -19.3% | +11.0% | -30.3% | -22.7% |
| 1Y | -19.6% | +16.8% | -36.3% | -24.0% |
| All | -19.6% | +16.0% | -35.6% | -24.0% |
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