-37.0%
OWL vs FHN
+10.6%
-47.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.0% |
| 7D | -6.4% | 0.0% | -6.4% | -6.4% |
| 30D | -5.0% | -2.6% | -2.4% | -3.9% |
| 3M | +15.4% | 0.0% | +15.4% | +14.8% |
| 6M | +15.5% | +9.2% | +6.2% | +10.0% |
| YTD | -22.7% | +4.3% | -27.0% | -24.7% |
| All | -37.0% | +10.6% | -47.6% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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