-29.7%
OWL vs THC
+40.9%
-70.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | -2.2% | -0.7% | -1.6% | -2.2% |
| 30D | +3.7% | +1.3% | +2.4% | +3.6% |
| 3M | +17.5% | +64.2% | -46.7% | +15.2% |
| 6M | +18.5% | +8.3% | +10.3% | +17.2% |
| YTD | -16.3% | +33.4% | -49.7% | -17.2% |
| 1Y | -29.7% | +37.7% | -67.4% | -30.7% |
| All | -29.7% | +40.9% | -70.6% | -30.7% |
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