-16.5%
OWL vs BHP
+112.0%
-128.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.3% | +1.4% | -1.6% |
| 7D | -11.9% | -3.7% | -8.2% | -10.4% |
| 30D | -13.7% | -0.8% | -12.9% | -13.6% |
| 3M | +12.3% | +7.6% | +4.6% | +8.0% |
| 6M | +15.0% | +20.8% | -5.8% | +4.2% |
| YTD | -25.7% | +50.8% | -76.5% | -40.1% |
| 1Y | -39.5% | +70.9% | -110.4% | -54.3% |
| 3Y | +0.9% | +78.0% | -77.1% | -27.5% |
| 5Y | -16.5% | +113.1% | -129.6% | -44.6% |
| All | -16.5% | +112.0% | -128.5% | -44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling