+117.3%
HAL vs OWL
+27.7%
+89.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +1.7% |
| 7D | -1.3% | -6.4% | +5.1% | +0.3% |
| 30D | +10.9% | -5.0% | +15.9% | +11.9% |
| 3M | -5.8% | +15.4% | -21.3% | -10.3% |
| 6M | +8.1% | +15.5% | -7.4% | +1.8% |
| YTD | +33.2% | -22.7% | +55.9% | +40.3% |
| 1Y | +74.2% | -34.1% | +108.2% | +91.5% |
| 3Y | -3.7% | +5.1% | -8.8% | -7.7% |
| 5Y | +111.9% | -11.5% | +123.4% | +101.5% |
| All | +117.3% | +27.7% | +89.5% | +95.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling