+389.9%
HWM vs OWL
+9.9%
+380.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -4.5% | -6.2% | -9.5% |
| 7D | -9.2% | -3.9% | -5.2% | -8.1% |
| 30D | -17.9% | -3.7% | -14.2% | -17.3% |
| 3M | -6.0% | +21.4% | -27.4% | -11.6% |
| 6M | -7.4% | +18.3% | -25.7% | -13.0% |
| YTD | +13.1% | -20.1% | +33.2% | +19.9% |
| 1Y | +29.3% | -32.8% | +62.1% | +44.5% |
| 3Y | +389.9% | +8.6% | +381.4% | +438.3% |
| All | +389.9% | +9.9% | +380.0% | +438.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling