+45.7%
OWL vs THC
+533.2%
-487.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -2.2% | -0.7% | -1.6% | -2.1% |
| 30D | +3.7% | +1.3% | +2.4% | +3.3% |
| 3M | +17.5% | +64.2% | -46.7% | +3.7% |
| 6M | +18.5% | +8.3% | +10.3% | +15.3% |
| YTD | -16.3% | +33.4% | -49.7% | -23.3% |
| 1Y | -29.7% | +37.7% | -67.4% | -36.5% |
| 3Y | +14.2% | +236.8% | -222.6% | -21.7% |
| 5Y | +2.5% | +249.3% | -246.8% | -34.1% |
| All | +45.7% | +533.2% | -487.5% | -2.7% |
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 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