+1.7%
HUT vs OWL
-28.0%
+29.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +3.1% | -26.3% | -24.4% |
| 7D | -29.5% | +10.1% | -39.7% | -33.1% |
| 30D | -45.2% | +18.7% | -63.9% | -49.9% |
| 3M | -51.6% | -6.2% | -45.4% | -51.2% |
| 6M | -37.3% | +9.8% | -47.1% | -43.0% |
| YTD | +6.5% | -24.2% | +30.7% | +33.0% |
| 1Y | +1.7% | -26.6% | +28.3% | +31.2% |
| All | +1.7% | -28.0% | +29.8% | +31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling