+74.2%
OTIS vs THC
+2,342.9%
-2,268.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.4% |
| 6M | -20.9% | +8.3% | -29.2% | -22.0% |
| YTD | -17.1% | +33.4% | -50.5% | -20.3% |
| 1Y | -15.9% | +37.7% | -53.6% | -19.6% |
| 3Y | -12.7% | +236.8% | -249.5% | -26.3% |
| 5Y | -15.7% | +249.3% | -265.0% | -30.7% |
| All | +74.2% | +2,342.9% | -2,268.6% | +33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling