+30.9%
OWL vs BHP
+119.1%
-88.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.5% | +1.3% |
| 7D | -10.1% | -3.6% | -6.5% | -8.9% |
| 30D | -11.9% | -1.2% | -10.7% | -11.7% |
| 3M | +10.7% | +1.2% | +9.5% | +9.8% |
| 6M | +22.1% | +21.4% | +0.7% | +12.0% |
| YTD | -24.8% | +50.4% | -75.2% | -37.3% |
| 1Y | -39.2% | +67.5% | -106.7% | -51.6% |
| 3Y | +1.7% | +72.8% | -71.1% | -21.8% |
| 5Y | -15.5% | +112.6% | -128.1% | -38.8% |
| All | +30.9% | +119.1% | -88.2% | +0.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling