+66.1%
OTIS vs THC
+2,328.2%
-2,262.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.8% |
| 7D | -5.0% | 0.0% | -5.0% | -5.0% |
| 30D | -6.5% | +1.5% | -8.0% | -6.7% |
| 3M | -2.0% | +59.9% | -61.8% | -7.4% |
| 6M | -20.2% | +11.0% | -31.1% | -21.5% |
| YTD | -21.0% | +32.6% | -53.6% | -24.0% |
| 1Y | -20.9% | +37.4% | -58.2% | -24.3% |
| 3Y | -13.3% | +252.5% | -265.9% | -27.2% |
| 5Y | -18.5% | +262.3% | -280.9% | -33.2% |
| All | +66.1% | +2,328.2% | -2,262.1% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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