+45.7%
OWL vs HAS
+28.2%
+17.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -2.2% | -1.8% | -0.4% | -1.5% |
| 30D | +3.7% | +2.3% | +1.4% | +2.9% |
| 3M | +17.5% | +10.4% | +7.2% | +12.6% |
| 6M | +18.5% | -3.2% | +21.8% | +18.8% |
| YTD | -16.3% | +15.4% | -31.7% | -22.4% |
| 1Y | -29.7% | +18.8% | -48.5% | -35.8% |
| 3Y | +14.2% | +43.9% | -29.8% | -5.6% |
| 5Y | +2.5% | +13.9% | -11.4% | -9.3% |
| All | +45.7% | +28.2% | +17.5% | +25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling