+39.1%
OWL vs HBM
+342.6%
-303.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.8% | -10.3% | -5.8% |
| 7D | -3.9% | +7.4% | -11.3% | -5.5% |
| 30D | -3.7% | +5.1% | -8.7% | -5.0% |
| 3M | +21.4% | +11.1% | +10.3% | +17.6% |
| 6M | +18.3% | +30.2% | -11.9% | +9.2% |
| YTD | -20.1% | +46.2% | -66.3% | -29.2% |
| 1Y | -32.8% | +120.0% | -152.8% | -46.6% |
| 3Y | +8.6% | +527.4% | -518.9% | -35.7% |
| 5Y | -4.5% | +400.4% | -404.8% | -41.9% |
| All | +39.1% | +342.6% | -303.5% | -16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling