+11.6%
HON vs OWL
+32.0%
-20.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.9% | +0.1% |
| 7D | -0.8% | -3.9% | +3.1% | -0.2% |
| 30D | -15.2% | -3.7% | -11.5% | -14.8% |
| 3M | -6.0% | +21.4% | -27.4% | -9.2% |
| 6M | -14.9% | +18.3% | -33.2% | -17.8% |
| YTD | +3.2% | -20.1% | +23.3% | +5.9% |
| 1Y | 0.0% | -32.8% | +32.8% | +5.1% |
| 3Y | +21.5% | +8.6% | +12.9% | +15.7% |
| 5Y | +4.0% | -4.5% | +8.5% | -3.1% |
| All | +11.6% | +32.0% | -20.4% | +2.4% |
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 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