+1,490.7%
HUT vs OWL
+27.7%
+1,463.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.2% | -0.4% | -1.1% |
| 7D | +18.9% | -6.4% | +25.3% | +24.8% |
| 30D | +12.0% | -5.0% | +17.0% | +14.2% |
| 3M | -14.9% | +15.4% | -30.3% | -26.3% |
| 6M | +96.8% | +15.5% | +81.3% | +64.6% |
| YTD | +108.8% | -22.7% | +131.5% | +142.5% |
| 1Y | +227.4% | -34.1% | +261.4% | +331.2% |
| 3Y | +760.3% | +5.1% | +755.2% | +706.9% |
| 5Y | +86.1% | -11.5% | +97.5% | +81.8% |
| All | +1,490.7% | +27.7% | +1,463.0% | +1,964.9% |
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