+34.6%
OWL vs THC
+542.8%
-508.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.9% | -7.1% | -4.1% |
| 7D | -6.4% | +4.1% | -10.5% | -7.3% |
| 30D | -5.0% | +3.5% | -8.5% | -5.9% |
| 3M | +15.4% | +61.7% | -46.3% | +2.2% |
| 6M | +15.5% | +11.8% | +3.6% | +11.4% |
| YTD | -22.7% | +35.4% | -58.1% | -29.4% |
| 1Y | -34.1% | +37.0% | -71.1% | -40.3% |
| 3Y | +5.1% | +260.1% | -255.0% | -29.2% |
| 5Y | -11.5% | +262.6% | -274.1% | -43.4% |
| All | +34.6% | +542.8% | -508.2% | -10.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling