+950.7%
HOOD vs OWL
-9.3%
+960.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.6% | -2.6% | -1.2% |
| 7D | -0.6% | -2.4% | +1.7% | +1.2% |
| 30D | -23.6% | +9.3% | -32.8% | -29.2% |
| 3M | -10.7% | -11.0% | +0.3% | -3.4% |
| 6M | +8.2% | +2.4% | +5.7% | +3.2% |
| YTD | -26.3% | -26.2% | -0.2% | -9.0% |
| 1Y | -36.1% | -27.4% | -8.6% | -19.9% |
| 3Y | +950.7% | -8.7% | +959.4% | +1,133.5% |
| All | +950.7% | -9.3% | +960.0% | +1,133.5% |
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