+25.6%
HYG vs OWL
+0.9%
+24.7%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.3% | -0.1% |
| 7D | -0.7% | -10.1% | +9.4% | -0.1% |
| 30D | -0.7% | -11.9% | +11.2% | -0.1% |
| 3M | -0.2% | +10.7% | -10.9% | -0.9% |
| 6M | +1.4% | +22.1% | -20.7% | -0.1% |
| YTD | +1.5% | -24.8% | +26.3% | +2.9% |
| 1Y | +2.9% | -39.2% | +42.1% | +5.8% |
| 3Y | +25.6% | +1.7% | +23.9% | +21.9% |
| All | +25.6% | +0.9% | +24.7% | +21.9% |
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 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