+23.6%
OWL vs HAS
+68.3%
-44.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.0% | -2.3% | -3.5% |
| 7D | +0.8% | +1.6% | -0.8% | +0.2% |
| 30D | +7.3% | +26.6% | -19.3% | -2.1% |
| 3M | -16.8% | +29.0% | -45.8% | -24.7% |
| 6M | +4.0% | +30.6% | -26.6% | -7.0% |
| YTD | -29.0% | +51.5% | -80.5% | -40.8% |
| 1Y | -29.7% | +58.5% | -88.1% | -42.5% |
| 3Y | -13.5% | +214.1% | -227.6% | -49.0% |
| 5Y | -21.5% | +50.2% | -71.7% | -37.5% |
| All | +23.6% | +68.3% | -44.7% | -4.2% |
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