+21.7%
OWL vs THC
+576.9%
-555.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | -4.9% | +3.7% | -8.6% | -5.8% |
| 30D | +7.8% | +9.0% | -1.3% | +5.6% |
| 3M | -12.7% | +10.4% | -23.1% | -14.8% |
| 6M | -2.8% | +45.7% | -48.5% | -11.9% |
| YTD | -30.1% | +42.6% | -72.7% | -36.9% |
| 1Y | -29.1% | +38.8% | -67.8% | -35.8% |
| 3Y | -12.3% | +418.8% | -431.1% | -46.3% |
| 5Y | -27.5% | +275.7% | -303.2% | -54.1% |
| All | +21.7% | +576.9% | -555.1% | -20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling