+51.5%
HD vs OWL
+17.3%
+34.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +1.5% | +1.5% | 0.0% | +1.2% |
| 30D | +18.0% | +13.4% | +4.6% | +15.3% |
| 3M | +2.8% | -21.2% | +24.0% | +7.2% |
| 6M | +17.0% | +4.0% | +13.0% | +15.5% |
| YTD | +3.5% | -29.0% | +32.5% | +8.9% |
| 1Y | -2.6% | -28.4% | +25.8% | +2.1% |
| 3Y | +30.7% | -14.5% | +45.3% | +28.2% |
| 5Y | +6.2% | -21.5% | +27.7% | -0.9% |
| All | +51.5% | +17.3% | +34.2% | +41.1% |
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