-16.8%
OTIS vs THC
+258.2%
-275.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.9% | -5.0% | -1.6% |
| 7D | -2.2% | +4.1% | -6.2% | -2.7% |
| 30D | -4.3% | +3.5% | -7.8% | -4.8% |
| 3M | -2.2% | +61.7% | -63.9% | -9.1% |
| 6M | -19.9% | +11.8% | -31.7% | -21.6% |
| YTD | -19.3% | +35.4% | -54.7% | -23.4% |
| 1Y | -19.6% | +37.0% | -56.6% | -24.0% |
| 3Y | -11.5% | +260.1% | -271.6% | -30.6% |
| 5Y | -16.8% | +262.6% | -279.4% | -37.2% |
| All | -16.8% | +258.2% | -275.0% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling