+116.4%
HPE vs OWL
-28.0%
+144.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.1% | -8.8% | -6.2% |
| 7D | -17.0% | +10.1% | -27.1% | -18.7% |
| 30D | -26.7% | +18.7% | -45.5% | -29.4% |
| 3M | -4.1% | -6.2% | +2.0% | -3.0% |
| 6M | +75.4% | +9.8% | +65.6% | +70.8% |
| YTD | +111.0% | -24.2% | +135.2% | +137.6% |
| 1Y | +116.4% | -26.6% | +143.0% | +147.9% |
| All | +116.4% | -28.0% | +144.5% | +147.9% |
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