+29.3%
OWL vs HBM
+306.7%
-277.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.5% | +3.6% | -2.3% |
| 7D | -11.9% | -3.7% | -8.2% | -11.3% |
| 30D | -13.7% | -3.7% | -10.1% | -13.3% |
| 3M | +12.3% | +8.0% | +4.2% | +9.4% |
| 6M | +15.0% | +15.8% | -0.8% | +8.9% |
| YTD | -25.7% | +34.4% | -60.1% | -33.0% |
| 1Y | -39.5% | +98.2% | -137.7% | -50.8% |
| 3Y | +0.9% | +476.6% | -475.7% | -39.2% |
| 5Y | -16.5% | +331.1% | -347.6% | -48.3% |
| All | +29.3% | +306.7% | -277.4% | -20.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling