-26.0%
OWL vs ALHC
-55.2%
+29.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.0% | +6.6% | +5.7% |
| 7D | -2.4% | +3.9% | -6.2% | -2.5% |
| 30D | +9.3% | -3.6% | +12.9% | +9.6% |
| 3M | -11.0% | -49.4% | +38.4% | -7.4% |
| 6M | +2.4% | -59.5% | +61.9% | +7.7% |
| YTD | -26.2% | -63.2% | +37.0% | -23.5% |
| All | -26.0% | -55.2% | +29.1% | -28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling