+512.1%
HPE vs OWL
+24.2%
+487.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.2% | +11.2% | +12.0% |
| 7D | +19.4% | -10.1% | +29.5% | +23.5% |
| 30D | +5.6% | -11.9% | +17.5% | +9.9% |
| 3M | +33.1% | +10.7% | +22.3% | +27.7% |
| 6M | +192.5% | +22.1% | +170.3% | +168.2% |
| YTD | +160.9% | -24.8% | +185.7% | +182.0% |
| 1Y | +155.0% | -39.2% | +194.2% | +196.0% |
| 3Y | +289.4% | +1.7% | +287.7% | +294.8% |
| 5Y | +395.7% | -15.5% | +411.2% | +392.3% |
| All | +512.1% | +24.2% | +487.9% | +484.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling