+28.5%
OWL vs HAS
+67.5%
-38.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.7% | +3.9% | +4.9% |
| 7D | -2.4% | +2.2% | -4.5% | -3.1% |
| 30D | +9.3% | +29.6% | -20.3% | -1.2% |
| 3M | -11.0% | +30.3% | -41.2% | -19.7% |
| 6M | +2.4% | +25.6% | -23.2% | -6.9% |
| YTD | -26.2% | +50.8% | -77.0% | -38.3% |
| 1Y | -27.4% | +63.0% | -90.5% | -41.5% |
| 3Y | -8.7% | +211.6% | -220.3% | -45.9% |
| 5Y | -19.3% | +50.4% | -69.7% | -35.7% |
| All | +28.5% | +67.5% | -38.9% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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