+142.9%
HOOD vs OWL
-1.4%
+144.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.1% |
| 7D | -3.2% | -2.1% | -1.1% | -1.6% |
| 30D | -22.6% | +11.6% | -34.1% | -28.9% |
| 3M | -10.4% | -13.8% | +3.4% | -1.2% |
| 6M | +4.7% | +7.8% | -3.1% | -3.2% |
| YTD | -25.2% | -25.8% | +0.6% | -10.4% |
| 1Y | -35.9% | -26.5% | -9.4% | -22.5% |
| 3Y | +927.7% | -9.6% | +937.3% | +999.9% |
| 5Y | +147.5% | -20.8% | +168.4% | +131.1% |
| All | +142.9% | -1.4% | +144.3% | +159.0% |
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