-35.9%
HOOD vs OWL
-29.0%
-6.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | -3.8% | +1.5% | -5.3% | -4.7% |
| 30D | -23.0% | +13.4% | -36.4% | -29.3% |
| 3M | -21.6% | -21.2% | -0.4% | -9.1% |
| 6M | +1.4% | +4.0% | -2.6% | -2.2% |
| YTD | -31.2% | -29.0% | -2.2% | -15.9% |
| 1Y | -35.9% | -28.4% | -7.5% | -22.6% |
| All | -35.9% | -29.0% | -6.9% | -22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling