+30.9%
OWL vs HIG
+227.8%
-196.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.6% | +1.4% |
| 7D | -10.1% | -1.5% | -8.7% | -9.5% |
| 30D | -11.9% | -0.4% | -11.6% | -11.8% |
| 3M | +10.7% | +6.7% | +4.1% | +6.7% |
| 6M | +22.1% | +2.0% | +20.2% | +19.9% |
| YTD | -24.8% | +0.3% | -25.1% | -25.7% |
| 1Y | -39.2% | +4.2% | -43.4% | -41.2% |
| 3Y | +1.7% | +102.2% | -100.5% | -29.0% |
| 5Y | -15.5% | +118.5% | -134.0% | -42.7% |
| All | +30.9% | +227.8% | -196.9% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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