+92.7%
HAL vs OWL
+22.6%
+70.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.6% | +3.4% |
| 7D | -0.2% | -2.1% | +1.9% | +0.3% |
| 30D | +1.0% | +11.6% | -10.6% | -2.2% |
| 3M | -2.1% | -13.8% | +11.7% | +0.9% |
| 6M | -17.5% | +7.8% | -25.3% | -20.6% |
| YTD | +18.1% | -25.8% | +43.9% | +25.2% |
| 1Y | +19.7% | -26.5% | +46.2% | +27.0% |
| 3Y | -7.9% | -9.6% | +1.7% | -8.5% |
| 5Y | +53.1% | -20.8% | +73.9% | +47.3% |
| All | +92.7% | +22.6% | +70.1% | +74.4% |
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