+30.9%
OWL vs HALO
+155.6%
-124.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.2% |
| 7D | -10.1% | -2.7% | -7.4% | -9.7% |
| 30D | -11.9% | +5.3% | -17.2% | -12.8% |
| 3M | +10.7% | +51.6% | -40.8% | +2.1% |
| 6M | +22.1% | +61.3% | -39.1% | +11.3% |
| YTD | -24.8% | +59.3% | -84.1% | -31.6% |
| 1Y | -39.2% | +38.3% | -77.5% | -43.3% |
| 3Y | +1.7% | +185.9% | -184.1% | -22.4% |
| 5Y | -15.5% | +159.9% | -175.4% | -35.6% |
| All | +30.9% | +155.6% | -124.7% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 10y: compounded portfolio wealth divided by compounded HALO 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…
10y analysis · Full analysis span regression · 6 months rolling