-14.5%
OWL vs HAS
+212.5%
-227.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | +1.5% | +1.4% | +0.2% | +1.1% |
| 30D | +13.4% | +26.3% | -12.8% | +5.0% |
| 3M | -21.2% | +25.6% | -46.8% | -27.0% |
| 6M | +4.0% | +30.3% | -26.2% | -5.3% |
| YTD | -29.0% | +50.4% | -79.4% | -39.2% |
| 1Y | -28.4% | +57.7% | -86.1% | -39.9% |
| 3Y | -14.5% | +213.4% | -227.9% | -43.9% |
| All | -14.5% | +212.5% | -227.0% | -43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling