-18.2%
OWL vs HDB
-22.5%
+4.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.4% |
| 7D | +1.1% | +12.7% | -11.6% | -3.6% |
| 30D | +10.0% | +16.6% | -6.6% | +3.4% |
| 3M | -8.7% | +10.8% | -19.4% | -12.6% |
| 6M | +3.1% | +3.8% | -0.7% | +0.9% |
| YTD | -25.6% | -28.9% | +3.3% | -15.5% |
| 1Y | -25.5% | -28.0% | +2.5% | -15.9% |
| 3Y | -9.4% | -7.2% | -2.3% | -12.1% |
| 5Y | -18.2% | -22.2% | +4.1% | -19.3% |
| All | -18.2% | -22.5% | +4.3% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling