-17.0%
HUBS vs OWL
+10.0%
-27.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.0% | +1.1% | -1.2% |
| 7D | -12.4% | -11.9% | -0.5% | -7.5% |
| 30D | +1.4% | -13.7% | +15.1% | +8.4% |
| 3M | +16.0% | +12.3% | +3.7% | +15.0% |
| 6M | -17.0% | +15.0% | -32.0% | -17.6% |
| All | -17.0% | +10.0% | -27.0% | -17.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling