-28.2%
OWL vs THC
+274.4%
-302.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | -4.9% | +3.7% | -8.6% | -5.9% |
| 30D | +7.8% | +9.0% | -1.3% | +5.4% |
| 3M | -12.7% | +10.4% | -23.1% | -15.0% |
| 6M | -2.8% | +45.7% | -48.5% | -12.8% |
| YTD | -30.1% | +42.6% | -72.7% | -37.6% |
| 1Y | -29.1% | +38.8% | -67.8% | -36.5% |
| 3Y | -12.3% | +418.8% | -431.1% | -50.4% |
| All | -28.2% | +274.4% | -302.5% | -57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling