+45.7%
OWL vs FHN
+129.9%
-84.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | -2.2% | +1.2% | -3.4% | -2.7% |
| 30D | +3.7% | -4.7% | +8.4% | +5.6% |
| 3M | +17.5% | +3.5% | +14.0% | +15.7% |
| 6M | +18.5% | +7.8% | +10.7% | +14.8% |
| YTD | -16.3% | +5.9% | -22.2% | -18.5% |
| 1Y | -29.7% | +12.5% | -42.2% | -33.3% |
| 3Y | +14.2% | +117.2% | -103.0% | -11.2% |
| 5Y | +2.5% | +86.5% | -84.1% | -16.7% |
| All | +45.7% | +129.9% | -84.3% | +19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling