+88.2%
HPQ vs OWL
+24.2%
+64.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.2% | +7.2% | +8.0% |
| 7D | +9.8% | -10.1% | +19.9% | +13.4% |
| 30D | +22.4% | -11.9% | +34.3% | +27.0% |
| 3M | +45.2% | +10.7% | +34.4% | +39.6% |
| 6M | +96.4% | +22.1% | +74.3% | +82.2% |
| YTD | +65.4% | -24.8% | +90.2% | +77.8% |
| 1Y | +31.6% | -39.2% | +70.8% | +50.9% |
| 3Y | +37.0% | +1.7% | +35.3% | +32.9% |
| 5Y | +53.0% | -15.5% | +68.5% | +45.6% |
| All | +88.2% | +24.2% | +64.0% | +72.0% |
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