+4.4%
HWM vs OWL
-28.0%
+32.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.1% | -7.4% | -4.6% |
| 7D | +9.4% | +10.1% | -0.7% | +8.4% |
| 30D | -7.0% | +18.7% | -25.7% | -8.4% |
| 3M | -25.9% | -6.2% | -19.7% | -25.5% |
| 6M | -10.8% | +9.8% | -20.6% | -12.2% |
| YTD | +4.3% | -24.2% | +28.5% | +6.1% |
| 1Y | +4.4% | -26.6% | +31.0% | +5.5% |
| All | +4.4% | -28.0% | +32.4% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling