+4.6%
OWL vs HIG
+101.4%
-96.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.5% |
| 7D | -6.4% | -0.5% | -5.9% | -6.1% |
| 30D | -5.0% | -2.8% | -2.2% | -3.8% |
| 3M | +15.4% | +6.3% | +9.1% | +11.2% |
| 6M | +15.5% | -0.1% | +15.6% | +14.7% |
| YTD | -22.7% | +0.4% | -23.1% | -23.6% |
| 1Y | -34.1% | +6.2% | -40.3% | -37.2% |
| All | +4.6% | +101.4% | -96.8% | -20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling