+99.3%
HLT vs OWL
+0.9%
+98.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.3% | -0.3% |
| 7D | -1.6% | -10.1% | +8.5% | +0.7% |
| 30D | -5.0% | -11.9% | +6.9% | -2.6% |
| 3M | -10.4% | +10.7% | -21.1% | -13.1% |
| 6M | +3.2% | +22.1% | -18.9% | -3.1% |
| YTD | +6.7% | -24.8% | +31.5% | +13.2% |
| 1Y | +10.3% | -39.2% | +49.5% | +23.5% |
| 3Y | +99.3% | +1.7% | +97.6% | +96.0% |
| All | +99.3% | +0.9% | +98.4% | +96.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling