+34.6%
OWL vs HALO
+156.1%
-121.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.1% |
| 7D | -6.4% | -2.1% | -4.3% | -6.0% |
| 30D | -5.0% | +4.6% | -9.6% | -5.8% |
| 3M | +15.4% | +50.2% | -34.8% | +6.6% |
| 6M | +15.5% | +57.6% | -42.1% | +5.6% |
| YTD | -22.7% | +59.6% | -82.2% | -29.6% |
| 1Y | -34.1% | +41.2% | -75.2% | -38.8% |
| 3Y | +5.1% | +178.9% | -173.8% | -19.3% |
| 5Y | -11.5% | +160.1% | -171.6% | -32.6% |
| All | +34.6% | +156.1% | -121.4% | +6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling