-9.4%
OTIS vs THC
+244.5%
-253.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | -0.7% | -0.7% | -0.1% | -0.7% |
| 30D | -2.0% | +1.3% | -3.3% | -2.2% |
| 3M | +2.6% | +64.2% | -61.7% | -3.0% |
| 6M | -20.9% | +8.3% | -29.2% | -22.1% |
| YTD | -17.1% | +33.4% | -50.5% | -20.0% |
| 1Y | -15.9% | +37.7% | -53.6% | -19.3% |
| All | -9.4% | +244.5% | -253.9% | -25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling