+452.3%
HPE vs OWL
+32.0%
+420.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -4.5% | +12.3% | +9.2% |
| 7D | +10.1% | -3.9% | +14.1% | +11.5% |
| 30D | +5.3% | -3.7% | +8.9% | +6.2% |
| 3M | +12.7% | +21.4% | -8.7% | +4.8% |
| 6M | +167.7% | +18.3% | +149.3% | +148.4% |
| YTD | +135.5% | -20.1% | +155.6% | +149.4% |
| 1Y | +143.4% | -32.8% | +176.2% | +173.1% |
| 3Y | +249.2% | +8.6% | +240.6% | +246.6% |
| 5Y | +343.8% | -4.5% | +348.3% | +331.2% |
| All | +452.3% | +32.0% | +420.4% | +416.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling