+72.2%
HBAN vs OWL
+22.7%
+49.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +1.9% |
| 7D | -1.9% | -11.9% | +10.0% | +2.0% |
| 30D | -5.9% | -13.7% | +7.9% | -1.7% |
| 3M | +0.2% | +12.3% | -12.0% | -4.4% |
| 6M | +6.6% | +15.0% | -8.4% | -0.2% |
| YTD | -1.7% | -25.7% | +24.0% | +6.1% |
| 1Y | -1.7% | -39.5% | +37.8% | +13.1% |
| 3Y | +74.9% | +0.9% | +74.0% | +69.2% |
| 5Y | +36.0% | -16.5% | +52.5% | +28.6% |
| All | +72.2% | +22.7% | +49.5% | +59.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling