-39.5%
OWL vs HDB
-37.9%
-1.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.9% | -3.6% |
| 7D | -11.9% | -6.2% | -5.7% | -10.2% |
| 30D | -13.7% | -6.2% | -7.5% | -12.1% |
| 3M | +12.3% | -5.9% | +18.1% | +13.9% |
| 6M | +15.0% | -25.9% | +40.9% | +24.5% |
| YTD | -25.7% | -40.2% | +14.5% | -15.5% |
| 1Y | -39.5% | -38.0% | -1.5% | -33.0% |
| All | -39.5% | -37.9% | -1.6% | -33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling