+72.8%
HCA vs OWL
-15.1%
+87.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.1% | +1.2% |
| 7D | +5.4% | -10.1% | +15.5% | +6.9% |
| 30D | +3.0% | -11.9% | +14.9% | +4.7% |
| 3M | +13.0% | +10.7% | +2.3% | +11.0% |
| 6M | -20.3% | +22.1% | -42.4% | -23.2% |
| YTD | -8.2% | -24.8% | +16.6% | -5.0% |
| 1Y | +6.7% | -39.2% | +45.9% | +14.0% |
| 3Y | +60.4% | +1.7% | +58.6% | +43.6% |
| All | +72.8% | -15.1% | +87.9% | +53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling