-2.6%
HD vs OWL
-27.8%
+25.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | +5.2% | +1.1% | +4.1% | +5.0% |
| 30D | +20.7% | +10.0% | +10.7% | +19.0% |
| 3M | +0.8% | -8.7% | +9.5% | +1.3% |
| 6M | +12.2% | +3.1% | +9.1% | +11.4% |
| YTD | +4.2% | -25.6% | +29.9% | +4.9% |
| 1Y | -2.6% | -25.5% | +22.9% | -3.7% |
| All | -2.6% | -27.8% | +25.2% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling