+129.2%
HPE vs OWL
-29.1%
+158.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.8% | -3.7% | -4.3% |
| 7D | -0.6% | -2.2% | +1.7% | 0.0% |
| 30D | -2.3% | +3.7% | -6.0% | -3.4% |
| 3M | -2.9% | +17.5% | -20.4% | -7.1% |
| 6M | +143.6% | +18.5% | +125.0% | +133.6% |
| YTD | +118.5% | -16.3% | +134.9% | +139.4% |
| 1Y | +129.2% | -29.7% | +158.9% | +162.2% |
| All | +129.2% | -29.1% | +158.3% | +162.2% |
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