-26.6%
OWL vs HBM
+47.3%
-73.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.6% | -0.5% | +2.7% |
| 7D | +10.1% | -5.8% | +16.0% | +10.8% |
| 30D | +18.7% | -18.5% | +37.2% | +21.6% |
| 3M | -6.2% | -10.3% | +4.1% | -5.4% |
| 6M | +9.8% | +2.1% | +7.7% | +10.0% |
| YTD | -24.2% | +12.0% | -36.2% | -26.1% |
| 1Y | -26.6% | +49.8% | -76.3% | -34.5% |
| All | -26.6% | +47.3% | -73.9% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling