+123.6%
HOOD vs OWL
-5.6%
+129.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | -3.8% | +1.5% | -5.3% | -4.9% |
| 30D | -23.0% | +13.4% | -36.4% | -30.3% |
| 3M | -21.6% | -21.2% | -0.4% | -7.9% |
| 6M | +1.4% | +4.0% | -2.6% | -3.8% |
| YTD | -31.2% | -29.0% | -2.2% | -14.9% |
| 1Y | -35.9% | -28.4% | -7.5% | -21.2% |
| 3Y | +836.9% | -14.5% | +851.5% | +942.7% |
| 5Y | +121.1% | -21.5% | +142.6% | +115.0% |
| All | +123.6% | -5.6% | +129.2% | +146.0% |
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 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