+94.1%
HUT vs OWL
-3.7%
+97.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -4.5% | +10.9% | +10.4% |
| 7D | +28.3% | -3.9% | +32.2% | +32.5% |
| 30D | +12.3% | -3.7% | +16.0% | +13.4% |
| 3M | -16.8% | +21.4% | -38.2% | -33.3% |
| 6M | +111.4% | +18.3% | +93.0% | +66.2% |
| YTD | +116.6% | -20.1% | +136.7% | +149.8% |
| 1Y | +290.5% | -32.8% | +323.2% | +428.8% |
| 3Y | +792.3% | +8.6% | +783.7% | +615.1% |
| 5Y | +94.1% | -4.5% | +98.6% | +68.2% |
| All | +94.1% | -3.7% | +97.9% | +68.2% |
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 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