+655.5%
HWM vs OWL
-3.7%
+659.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -4.5% | -6.2% | -9.3% |
| 7D | -9.2% | -3.9% | -5.2% | -7.9% |
| 30D | -17.9% | -3.7% | -14.2% | -17.2% |
| 3M | -6.0% | +21.4% | -27.4% | -12.3% |
| 6M | -7.4% | +18.3% | -25.7% | -13.9% |
| YTD | +13.1% | -20.1% | +33.2% | +19.4% |
| 1Y | +29.3% | -32.8% | +62.1% | +43.9% |
| 3Y | +389.9% | +8.6% | +381.4% | +350.8% |
| 5Y | +655.5% | -4.5% | +660.0% | +575.7% |
| All | +655.5% | -3.7% | +659.3% | +575.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling