+23.6%
OWL vs HDB
-16.7%
+40.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | +1.5% | +2.7% | -1.2% | +0.6% |
| 30D | +13.4% | +14.1% | -0.7% | +7.9% |
| 3M | -21.2% | +11.8% | -33.1% | -24.7% |
| 6M | +4.0% | +8.2% | -4.1% | +0.4% |
| YTD | -29.0% | -29.3% | +0.3% | -20.0% |
| 1Y | -28.4% | -28.8% | +0.4% | -19.7% |
| 3Y | -14.5% | -7.5% | -7.1% | -16.1% |
| 5Y | -21.5% | -23.1% | +1.6% | -20.1% |
| All | +23.6% | -16.7% | +40.3% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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