-26.6%
OWL vs HRB
+16.9%
-43.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.4% | -1.3% | +2.7% |
| 7D | +10.1% | +16.0% | -5.9% | +8.6% |
| 30D | +18.7% | +32.1% | -13.3% | +16.0% |
| 3M | -6.2% | +21.5% | -27.7% | -7.6% |
| 6M | +9.8% | +82.1% | -72.3% | +5.1% |
| YTD | -24.2% | +31.6% | -55.8% | -23.2% |
| 1Y | -26.6% | +15.9% | -42.5% | -24.0% |
| All | -26.6% | +16.9% | -43.5% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 1y: compounded portfolio wealth divided by compounded HRB 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…
1y analysis · Full analysis span regression · 6 months rolling