+39.1%
OWL vs BHP
+131.3%
-92.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.7% | -6.2% | -5.2% |
| 7D | -3.9% | +1.3% | -5.2% | -4.5% |
| 30D | -3.7% | +4.0% | -7.6% | -5.4% |
| 3M | +21.4% | +12.3% | +9.1% | +15.5% |
| 6M | +18.3% | +30.8% | -12.5% | +5.4% |
| YTD | -20.1% | +58.8% | -78.9% | -34.7% |
| 1Y | -32.8% | +76.8% | -109.6% | -47.6% |
| 3Y | +8.6% | +87.5% | -78.9% | -19.1% |
| 5Y | -4.5% | +123.9% | -128.3% | -32.2% |
| All | +39.1% | +131.3% | -92.2% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded BHP 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling