+8.6%
OWL vs HDB
-27.8%
+36.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.0% | -1.5% | -3.8% |
| 7D | -3.9% | -2.0% | -1.9% | -3.5% |
| 30D | -3.7% | -4.9% | +1.2% | -2.6% |
| 3M | +21.4% | -2.3% | +23.7% | +21.9% |
| 6M | +18.3% | -23.7% | +42.1% | +25.0% |
| YTD | -20.1% | -38.5% | +18.4% | -12.2% |
| 1Y | -32.8% | -36.5% | +3.7% | -26.6% |
| 3Y | +8.6% | -28.5% | +37.0% | +14.8% |
| All | +8.6% | -27.8% | +36.3% | +14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling