+736.7%
HWM vs OWL
+17.3%
+719.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +7.3% | +1.5% | +5.8% | +6.8% |
| 30D | +1.6% | +13.4% | -11.9% | -2.1% |
| 3M | -21.9% | -21.2% | -0.6% | -16.9% |
| 6M | -19.0% | +4.0% | -23.1% | -20.9% |
| YTD | +7.9% | -29.0% | +36.9% | +16.4% |
| 1Y | +9.9% | -28.4% | +38.4% | +17.9% |
| 3Y | +342.1% | -14.5% | +356.7% | +346.8% |
| 5Y | +600.8% | -21.5% | +622.2% | +577.4% |
| All | +736.7% | +17.3% | +719.5% | +623.9% |
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