+34.6%
OWL vs HAS
+23.2%
+11.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.6% |
| 7D | -6.4% | -4.8% | -1.5% | -4.5% |
| 30D | -5.0% | -5.1% | +0.1% | -2.9% |
| 3M | +15.4% | +6.4% | +9.0% | +12.2% |
| 6M | +15.5% | -5.6% | +21.1% | +16.9% |
| YTD | -22.7% | +11.0% | -33.6% | -27.1% |
| 1Y | -34.1% | +16.8% | -50.8% | -39.4% |
| 3Y | +5.1% | +44.0% | -39.0% | -13.5% |
| 5Y | -11.5% | +11.0% | -22.5% | -20.5% |
| All | +34.6% | +23.2% | +11.4% | +17.9% |
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