+1,451.3%
HUT vs OWL
+38.2%
+1,413.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.8% | +7.0% | +6.8% |
| 7D | +17.8% | -2.2% | +20.0% | +19.8% |
| 30D | +0.8% | +3.7% | -2.8% | -3.7% |
| 3M | -26.8% | +17.5% | -44.3% | -37.2% |
| 6M | +72.6% | +18.5% | +54.0% | +42.5% |
| YTD | +103.6% | -16.3% | +120.0% | +123.3% |
| 1Y | +265.3% | -29.7% | +295.0% | +359.3% |
| 3Y | +689.4% | +14.2% | +675.2% | +596.5% |
| 5Y | +75.3% | +2.5% | +72.9% | +61.3% |
| All | +1,451.3% | +38.2% | +1,413.1% | +1,801.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling