-18.9%
HUT vs OWL
-24.6%
+5.7%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.3% | +5.8% | +5.3% |
| 7D | +34.9% | +0.8% | +34.1% | +33.7% |
| 30D | -25.9% | +7.3% | -33.2% | -32.7% |
| 3M | -31.7% | -16.8% | -14.9% | -23.5% |
| 6M | -42.2% | +4.0% | -46.3% | -48.7% |
| YTD | +34.9% | -29.0% | +63.9% | +68.3% |
| 1Y | +48.5% | -29.7% | +78.2% | +87.9% |
| 3Y | +471.2% | -13.5% | +484.7% | +457.8% |
| 5Y | -18.9% | -21.5% | +2.6% | -23.7% |
| All | -18.9% | -24.6% | +5.7% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling