+231.1%
HOOD vs OWL
+2.8%
+228.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.5% | +0.6% |
| 7D | +7.7% | -6.4% | +14.1% | +13.2% |
| 30D | +22.0% | -5.0% | +27.0% | +26.4% |
| 3M | +37.6% | +15.4% | +22.2% | +22.6% |
| 6M | +45.3% | +15.5% | +29.8% | +27.7% |
| YTD | +1.9% | -22.7% | +24.6% | +19.9% |
| 1Y | -2.7% | -34.1% | +31.3% | +26.6% |
| 3Y | +973.4% | +5.1% | +968.3% | +940.2% |
| 5Y | +179.3% | -11.5% | +190.7% | +165.2% |
| All | +231.1% | +2.8% | +228.3% | +246.3% |
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