+77.6%
HL vs OWL
-38.6%
+116.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.4% |
| 7D | -4.4% | -10.1% | +5.8% | -2.6% |
| 30D | +9.3% | -11.9% | +21.2% | +11.5% |
| 3M | +32.0% | +10.7% | +21.3% | +29.3% |
| 6M | -6.4% | +22.1% | -28.6% | -9.3% |
| YTD | +3.1% | -24.8% | +27.9% | +5.6% |
| 1Y | +77.6% | -39.2% | +116.8% | +86.4% |
| All | +77.6% | -38.6% | +116.2% | +86.4% |
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