-39.2%
OWL vs HRB
-6.2%
-33.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.2% |
| 7D | -10.1% | -8.0% | -2.1% | -9.6% |
| 30D | -11.9% | -16.0% | +4.0% | -11.0% |
| 3M | +10.7% | +26.9% | -16.1% | +9.3% |
| 6M | +22.1% | +51.1% | -29.0% | +18.6% |
| YTD | -24.8% | +7.1% | -31.9% | -24.0% |
| 1Y | -39.2% | -9.6% | -29.6% | -40.5% |
| All | -39.2% | -6.2% | -33.0% | -40.5% |
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