+305.4%
HL vs OWL
+24.2%
+281.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.6% |
| 7D | -4.4% | -10.1% | +5.8% | -1.3% |
| 30D | +9.3% | -11.9% | +21.2% | +13.2% |
| 3M | +32.0% | +10.7% | +21.3% | +27.4% |
| 6M | -6.4% | +22.1% | -28.6% | -13.1% |
| YTD | +3.1% | -24.8% | +27.9% | +10.5% |
| 1Y | +77.6% | -39.2% | +116.8% | +101.4% |
| 3Y | +392.8% | +1.7% | +391.1% | +354.6% |
| 5Y | +234.1% | -15.5% | +249.6% | +205.7% |
| All | +305.4% | +24.2% | +281.2% | +253.9% |
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