+8.5%
HON vs OWL
+24.2%
-15.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.2% | -0.1% |
| 7D | -3.5% | -10.1% | +6.7% | -1.9% |
| 30D | -13.8% | -11.9% | -1.8% | -12.1% |
| 3M | -11.7% | +10.7% | -22.4% | -13.5% |
| 6M | -18.7% | +22.1% | -40.9% | -21.9% |
| YTD | +0.2% | -24.8% | +25.0% | +3.8% |
| 1Y | -3.1% | -39.2% | +36.1% | +3.6% |
| 3Y | +17.0% | +1.7% | +15.2% | +12.5% |
| 5Y | +2.0% | -15.5% | +17.5% | -4.0% |
| All | +8.5% | +24.2% | -15.7% | +0.4% |
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 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