+48.5%
HUT vs OWL
-30.3%
+78.8%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.3% | +5.8% | +3.2% |
| 7D | +34.9% | +0.8% | +34.1% | +34.3% |
| 30D | -25.9% | +7.3% | -33.2% | -29.2% |
| 3M | -31.7% | -16.8% | -14.9% | -27.2% |
| 6M | -42.2% | +4.0% | -46.3% | -45.9% |
| YTD | +34.9% | -29.0% | +63.9% | +74.5% |
| 1Y | +48.5% | -29.7% | +78.2% | +96.3% |
| All | +48.5% | -30.3% | +78.8% | +96.3% |
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