-8.5%
OWL vs FHN
+90.8%
-99.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.1% | -3.4% | -4.1% |
| 7D | -3.9% | +2.7% | -6.6% | -5.0% |
| 30D | -3.7% | -3.1% | -0.6% | -2.4% |
| 3M | +21.4% | +2.3% | +19.0% | +19.9% |
| 6M | +18.3% | +9.7% | +8.6% | +13.3% |
| YTD | -20.1% | +4.7% | -24.8% | -22.0% |
| 1Y | -32.8% | +13.8% | -46.5% | -36.9% |
| 3Y | +8.6% | +131.6% | -123.0% | -19.2% |
| All | -8.5% | +90.8% | -99.3% | -30.5% |
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