+992.6%
HOOD vs OWL
+9.9%
+982.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.5% | +0.6% | -0.5% |
| 7D | +13.4% | -3.9% | +17.3% | +17.1% |
| 30D | +25.8% | -3.7% | +29.4% | +29.2% |
| 3M | +38.0% | +21.4% | +16.6% | +17.4% |
| 6M | +52.2% | +18.3% | +33.9% | +30.3% |
| YTD | +3.7% | -20.1% | +23.9% | +21.0% |
| 1Y | +0.1% | -32.8% | +32.8% | +31.8% |
| 3Y | +992.6% | +8.6% | +984.0% | +1,119.0% |
| All | +992.6% | +9.9% | +982.6% | +1,119.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling