-13.1%
OWL vs HBM
+371.5%
-384.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.0% |
| 7D | -6.4% | +5.5% | -11.9% | -7.8% |
| 30D | -5.0% | +3.3% | -8.3% | -6.2% |
| 3M | +15.4% | +12.7% | +2.8% | +10.7% |
| 6M | +15.5% | +28.2% | -12.7% | +5.2% |
| YTD | -22.7% | +45.3% | -68.0% | -33.3% |
| 1Y | -34.1% | +121.7% | -155.8% | -50.6% |
| 3Y | +5.1% | +523.5% | -518.4% | -46.7% |
| All | -13.1% | +371.5% | -384.6% | -53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling