-16.5%
OWL vs HIG
+118.8%
-135.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.1% | -4.1% |
| 7D | -11.9% | -2.3% | -9.6% | -10.6% |
| 30D | -13.7% | -1.2% | -12.5% | -13.1% |
| 3M | +12.3% | +6.3% | +6.0% | +7.1% |
| 6M | +15.0% | +0.6% | +14.4% | +13.3% |
| YTD | -25.7% | +0.6% | -26.3% | -27.1% |
| 1Y | -39.5% | +6.1% | -45.6% | -43.0% |
| 3Y | +0.9% | +102.0% | -101.1% | -41.5% |
| 5Y | -16.5% | +119.2% | -135.7% | -55.8% |
| All | -16.5% | +118.8% | -135.3% | -55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling