+78.2%
HBAN vs OWL
+0.9%
+77.3%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.5% | +0.4% |
| 7D | -1.0% | -10.1% | +9.1% | +2.6% |
| 30D | -5.6% | -11.9% | +6.3% | -1.8% |
| 3M | -1.1% | +10.7% | -11.9% | -5.7% |
| 6M | +9.9% | +22.1% | -12.2% | -0.3% |
| YTD | -0.9% | -24.8% | +23.9% | +8.7% |
| 1Y | -1.4% | -39.2% | +37.8% | +17.8% |
| 3Y | +78.2% | +1.7% | +76.5% | +65.6% |
| All | +78.2% | +0.9% | +77.3% | +65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling