+340.8%
HPE vs OWL
-15.5%
+356.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.0% | -2.3% | -4.7% |
| 7D | +1.4% | -11.9% | +13.3% | +6.3% |
| 30D | +1.5% | -13.7% | +15.3% | +7.1% |
| 3M | +21.7% | +12.3% | +9.5% | +15.2% |
| 6M | +164.2% | +15.0% | +149.2% | +143.8% |
| YTD | +132.1% | -25.7% | +157.8% | +155.8% |
| 1Y | +130.6% | -39.5% | +170.1% | +176.4% |
| 3Y | +244.1% | +0.9% | +243.2% | +241.9% |
| 5Y | +340.8% | -16.5% | +357.4% | +349.4% |
| All | +340.8% | -15.5% | +356.3% | +349.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling