-41.0%
HUBS vs OWL
+24.2%
-65.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.5% | +0.2% |
| 7D | -9.0% | -10.1% | +1.1% | -4.0% |
| 30D | +7.2% | -11.9% | +19.2% | +14.8% |
| 3M | +20.9% | +10.7% | +10.1% | +14.6% |
| 6M | -13.0% | +22.1% | -35.2% | -22.5% |
| YTD | -43.8% | -24.8% | -19.0% | -36.3% |
| 1Y | -54.6% | -39.2% | -15.4% | -43.0% |
| 3Y | -58.5% | +1.7% | -60.2% | -61.7% |
| 5Y | -66.4% | -15.5% | -50.9% | -69.3% |
| All | -41.0% | +24.2% | -65.2% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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