-20.7%
OWL vs FHN
+61.2%
-81.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | +1.1% | +0.9% | +0.2% | +0.8% |
| 30D | +10.0% | +2.1% | +7.9% | +9.3% |
| 3M | -8.7% | -6.0% | -2.7% | -6.1% |
| 6M | +3.1% | -2.9% | +6.1% | +4.4% |
| YTD | -25.6% | +0.7% | -26.4% | -26.1% |
| 1Y | -25.5% | +11.0% | -36.5% | -29.0% |
| 3Y | -9.4% | +130.3% | -139.7% | -31.8% |
| All | -20.7% | +61.2% | -81.9% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling