Out-of-distribution (OOD) in the context of Human Activity Recognition (HAR) refers to data from activity classes that are not represented in the training data of a Machine Learning (ML) algorithm. OOD data are a challenge to classify accurately for most ML algorithms, especially deep learning models that are prone to overconfident predictions based on in-distribution (IIN) classes. To simulate the OOD problem in physiotherapy, our team collected a new dataset (SPARS9x) consisting of inertial data captured by smartwatches worn by 20 healthy subjects as they performed supervised physiotherapy exercises (IIN), followed by a minimum 3 h of data captured for each subject as they engaged in unrelated and unstructured activities (OOD). In this paper, we experiment with three traditional algorithms for OOD-detection using engineered statistical features, deep learning-generated features, and several popular deep learning approaches on SPARS9x and two other publicly-available human activity datasets (MHEALTH and SPARS). We demonstrate that, while deep learning algorithms perform better than simple traditional algorithms such as KNN with engineered features for in-distribution classification, traditional algorithms outperform deep learning approaches for OOD detection for these HAR time series datasets.