-16.9%
OWL vs HRB
+114.1%
-130.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.8% |
| 3M | +10.7% | +26.9% | -16.1% | +4.5% |
| 6M | +22.1% | +51.1% | -29.0% | +9.5% |
| YTD | -24.8% | +7.1% | -31.9% | -26.2% |
| 1Y | -39.2% | -9.6% | -29.6% | -37.8% |
| 3Y | +1.7% | +25.4% | -23.7% | -8.7% |
| All | -16.9% | +114.1% | -130.9% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling