+74.2%
OTIS vs HAS
+153.5%
-79.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -0.7% | -1.8% | +1.1% | -0.4% |
| 30D | -2.0% | +2.3% | -4.3% | -2.5% |
| 3M | +2.6% | +10.4% | -7.8% | +0.4% |
| 6M | -20.9% | -3.2% | -17.7% | -20.8% |
| YTD | -17.1% | +15.4% | -32.5% | -20.0% |
| 1Y | -15.9% | +18.8% | -34.7% | -19.4% |
| 3Y | -12.7% | +43.9% | -56.7% | -20.5% |
| 5Y | -15.7% | +13.9% | -29.6% | -20.9% |
| All | +74.2% | +153.5% | -79.3% | +56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling