-28.2%
OWL vs HAS
+50.4%
-78.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -4.9% | -0.2% | -4.8% | -4.8% |
| 30D | +7.8% | +31.0% | -23.2% | -3.6% |
| 3M | -12.7% | +30.7% | -43.3% | -21.9% |
| 6M | -2.8% | +23.9% | -26.7% | -11.8% |
| YTD | -30.1% | +48.3% | -78.4% | -42.0% |
| 1Y | -29.1% | +60.2% | -89.3% | -43.3% |
| 3Y | -12.3% | +189.2% | -201.5% | -49.0% |
| All | -28.2% | +50.4% | -78.6% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling