+34.6%
OWL vs HDB
-28.8%
+63.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -2.5% |
| 7D | -6.4% | -4.9% | -1.5% | -4.6% |
| 30D | -5.0% | -5.8% | +0.8% | -2.9% |
| 3M | +15.4% | -5.2% | +20.6% | +17.2% |
| 6M | +15.5% | -25.7% | +41.2% | +28.1% |
| YTD | -22.7% | -39.6% | +16.9% | -7.4% |
| 1Y | -34.1% | -36.9% | +2.9% | -22.4% |
| 3Y | +5.1% | -29.7% | +34.8% | +15.7% |
| 5Y | -11.5% | -37.8% | +26.3% | -3.1% |
| All | +34.6% | -28.8% | +63.4% | +30.7% |
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