+327.3%
HL vs OWL
+27.7%
+299.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +2.9% |
| 7D | +0.4% | -6.4% | +6.8% | +2.3% |
| 30D | +18.8% | -5.0% | +23.8% | +20.2% |
| 3M | +43.7% | +15.4% | +28.3% | +37.1% |
| 6M | -1.0% | +15.5% | -16.5% | -6.5% |
| YTD | +8.7% | -22.7% | +31.4% | +15.5% |
| 1Y | +105.0% | -34.1% | +139.1% | +126.6% |
| 3Y | +427.3% | +5.1% | +422.2% | +381.6% |
| 5Y | +249.3% | -11.5% | +260.8% | +216.1% |
| All | +327.3% | +27.7% | +299.6% | +269.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling