+269.4%
HPE vs OWL
+3.8%
+265.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.2% | +8.3% | +6.5% |
| 7D | +13.6% | -6.4% | +20.0% | +16.6% |
| 30D | +7.7% | -5.0% | +12.7% | +9.4% |
| 3M | +22.4% | +15.4% | +7.0% | +13.6% |
| 6M | +172.6% | +15.5% | +157.1% | +149.0% |
| YTD | +147.5% | -22.7% | +170.2% | +175.4% |
| 1Y | +151.8% | -34.1% | +185.8% | +203.0% |
| All | +269.4% | +3.8% | +265.6% | +270.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling