+238.2%
HL vs OWL
-15.5%
+253.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.0% | 0.0% | -2.7% |
| 7D | -5.6% | -11.9% | +6.3% | -1.6% |
| 30D | +12.7% | -13.7% | +26.5% | +18.0% |
| 3M | +42.5% | +12.3% | +30.3% | +36.5% |
| 6M | -9.0% | +15.0% | -24.0% | -14.4% |
| YTD | +4.4% | -25.7% | +30.1% | +13.3% |
| 1Y | +82.7% | -39.5% | +122.2% | +110.9% |
| 3Y | +406.3% | +0.9% | +405.4% | +351.7% |
| 5Y | +238.2% | -16.5% | +254.7% | +206.0% |
| All | +238.2% | -15.5% | +253.7% | +206.0% |
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