+30.9%
OWL vs HRB
+244.3%
-213.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | -10.1% | -8.0% | -2.1% | -8.6% |
| 30D | -11.9% | -16.0% | +4.0% | -9.0% |
| 3M | +10.7% | +26.9% | -16.1% | +4.8% |
| 6M | +22.1% | +51.1% | -29.0% | +10.2% |
| YTD | -24.8% | +7.1% | -31.9% | -26.3% |
| 1Y | -39.2% | -9.6% | -29.6% | -38.1% |
| 3Y | +1.7% | +25.4% | -23.7% | -7.2% |
| 5Y | -15.5% | +114.9% | -130.4% | -28.4% |
| All | +30.9% | +244.3% | -213.4% | +6.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling