+68.3%
HAL vs OWL
-29.1%
+97.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | +2.9% | -2.2% | +5.2% | +3.1% |
| 30D | +17.0% | +3.7% | +13.4% | +16.5% |
| 3M | -9.7% | +17.5% | -27.2% | -11.1% |
| 6M | +8.6% | +18.5% | -9.9% | +7.3% |
| YTD | +33.0% | -16.3% | +49.3% | +43.3% |
| 1Y | +68.3% | -29.7% | +98.0% | +88.6% |
| All | +68.3% | -29.1% | +97.4% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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