+127.0%
HOOD vs OWL
-23.9%
+150.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.6% | -2.6% | -1.3% |
| 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% | -3.6% |
| 6M | +8.2% | +2.4% | +5.7% | +3.0% |
| YTD | -26.3% | -26.2% | -0.2% | -10.2% |
| 1Y | -36.1% | -27.4% | -8.6% | -21.0% |
| 3Y | +950.7% | -8.7% | +959.4% | +984.5% |
| 5Y | +127.0% | -19.3% | +146.4% | +133.5% |
| All | +127.0% | -23.9% | +150.9% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling