+89.6%
OTIS vs THC
+2,600.2%
-2,510.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | -2.9% | +0.2% | -3.1% | -2.9% |
| 30D | +16.1% | +9.0% | +7.1% | +14.9% |
| 3M | +6.7% | +12.9% | -6.2% | +5.2% |
| 6M | +6.0% | +52.8% | -46.8% | +0.5% |
| YTD | -9.8% | +47.4% | -57.2% | -14.3% |
| 1Y | -12.3% | +47.7% | -60.1% | -16.9% |
| 3Y | -0.2% | +444.7% | -444.9% | -20.2% |
| 5Y | +1.0% | +269.3% | -268.3% | -17.6% |
| All | +89.6% | +2,600.2% | -2,510.6% | +43.1% |
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