+8.6%
OWL vs FHN
+134.1%
-125.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.1% | -3.4% | -3.9% |
| 7D | -3.9% | +2.7% | -6.6% | -5.4% |
| 30D | -3.7% | -3.1% | -0.6% | -1.9% |
| 3M | +21.4% | +2.3% | +19.0% | +19.2% |
| 6M | +18.3% | +9.7% | +8.6% | +11.1% |
| YTD | -20.1% | +4.7% | -24.8% | -23.0% |
| 1Y | -32.8% | +13.8% | -46.5% | -39.0% |
| 3Y | +8.6% | +131.6% | -123.0% | -23.7% |
| All | +8.6% | +134.1% | -125.6% | -23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling