-31.9%
OWL vs THC
+34.9%
-66.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.3% | -2.3% | -4.4% |
| 7D | -3.9% | -2.6% | -1.4% | -3.8% |
| 30D | -3.7% | -1.2% | -2.5% | -3.6% |
| 3M | +21.4% | +58.9% | -37.5% | +18.9% |
| 6M | +18.3% | +9.3% | +9.0% | +17.2% |
| YTD | -20.1% | +30.4% | -50.5% | -20.9% |
| All | -31.9% | +34.9% | -66.7% | -33.2% |
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