-26.6%
OWL vs THC
+46.1%
-72.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.6% | -6.5% | +2.2% |
| 7D | +10.1% | +8.8% | +1.3% | +9.2% |
| 30D | +18.7% | +12.6% | +6.1% | +17.5% |
| 3M | -6.2% | +15.4% | -21.5% | -7.3% |
| 6M | +9.8% | +57.7% | -47.9% | +6.8% |
| YTD | -24.2% | +47.1% | -71.2% | -25.2% |
| 1Y | -26.6% | +40.7% | -67.3% | -27.1% |
| All | -26.6% | +46.1% | -72.7% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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