+780.8%
HWM vs OWL
+27.7%
+753.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +1.4% |
| 7D | -8.0% | -6.4% | -1.7% | -6.2% |
| 30D | -18.0% | -5.0% | -13.0% | -17.1% |
| 3M | -9.5% | +15.4% | -24.9% | -13.7% |
| 6M | -8.4% | +15.5% | -23.9% | -13.5% |
| YTD | +13.6% | -22.7% | +36.3% | +20.1% |
| 1Y | +30.2% | -34.1% | +64.3% | +43.4% |
| 3Y | +392.2% | +5.1% | +387.1% | +369.9% |
| 5Y | +645.2% | -11.5% | +656.7% | +602.8% |
| All | +780.8% | +27.7% | +753.1% | +646.8% |
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