-28.4%
OWL vs THC
+43.7%
-72.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +1.5% | +1.0% | +0.6% | +1.5% |
| 30D | +13.4% | +5.3% | +8.1% | +13.0% |
| 3M | -21.2% | +7.1% | -28.3% | -21.7% |
| 6M | +4.0% | +46.0% | -42.0% | +2.1% |
| YTD | -29.0% | +43.9% | -72.9% | -29.2% |
| 1Y | -28.4% | +45.4% | -73.9% | -28.7% |
| All | -28.4% | +43.7% | -72.1% | -28.7% |
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