-16.9%
OWL vs HALO
+158.6%
-175.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.2% |
| 7D | -10.1% | -2.7% | -7.4% | -9.6% |
| 30D | -11.9% | +5.3% | -17.2% | -12.9% |
| 3M | +10.7% | +51.6% | -40.8% | +1.5% |
| 6M | +22.1% | +61.3% | -39.1% | +10.5% |
| YTD | -24.8% | +59.3% | -84.1% | -32.1% |
| 1Y | -39.2% | +38.3% | -77.5% | -43.6% |
| 3Y | +1.7% | +185.9% | -184.1% | -25.1% |
| All | -16.9% | +158.6% | -175.5% | -41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling