+4.6%
OWL vs BHP
+81.6%
-77.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.3% |
| 7D | -6.4% | +0.9% | -7.3% | -6.8% |
| 30D | -5.0% | +4.0% | -9.0% | -6.7% |
| 3M | +15.4% | +11.3% | +4.2% | +10.0% |
| 6M | +15.5% | +29.3% | -13.8% | +2.8% |
| YTD | -22.7% | +59.2% | -81.9% | -38.0% |
| 1Y | -34.1% | +80.8% | -114.9% | -50.5% |
| All | +4.6% | +81.6% | -77.0% | -26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling