+1.9%
HON vs OWL
-15.5%
+17.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.6% | -0.6% |
| 7D | -2.6% | -11.9% | +9.3% | -0.4% |
| 30D | -11.9% | -13.7% | +1.8% | -9.6% |
| 3M | -6.1% | +12.3% | -18.3% | -8.5% |
| 6M | -19.2% | +15.0% | -34.2% | -22.1% |
| YTD | +0.2% | -25.7% | +25.9% | +4.7% |
| 1Y | -1.5% | -39.5% | +38.0% | +6.8% |
| 3Y | +17.9% | +0.9% | +17.0% | +10.8% |
| 5Y | +1.9% | -16.5% | +18.5% | -6.7% |
| All | +1.9% | -15.5% | +17.5% | -6.7% |
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