+250.7%
HOOD vs OWL
+11.2%
+239.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.5% |
| 7D | +17.1% | -2.2% | +19.4% | +19.1% |
| 30D | +31.6% | +3.7% | +27.9% | +28.1% |
| 3M | +38.2% | +17.5% | +20.7% | +21.5% |
| 6M | +48.5% | +18.5% | +30.0% | +28.3% |
| YTD | +8.0% | -16.3% | +24.3% | +20.0% |
| 1Y | +18.7% | -29.7% | +48.4% | +47.8% |
| 3Y | +999.1% | +14.2% | +984.9% | +903.7% |
| 5Y | +181.7% | +2.5% | +179.2% | +165.2% |
| All | +250.7% | +11.2% | +239.5% | +246.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling