+37.5%
OWL vs ALHC
-31.6%
+69.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | 0.0% | -2.9% |
| 7D | -6.4% | -4.1% | -2.3% | -6.0% |
| 30D | -5.0% | -5.4% | +0.4% | -4.5% |
| 3M | +15.4% | -32.1% | +47.6% | +19.1% |
| 6M | +15.5% | -28.5% | +44.0% | +17.5% |
| YTD | -22.7% | -34.0% | +11.4% | -20.7% |
| 1Y | -34.1% | -20.9% | -13.1% | -33.7% |
| 3Y | +5.1% | +151.5% | -146.5% | -13.3% |
| 5Y | -11.5% | -28.8% | +17.4% | -22.8% |
| All | +37.5% | -31.6% | +69.1% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded ALHC 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling