+45.7%
OWL vs HRB
+274.4%
-228.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | 0.0% |
| 7D | -2.2% | -5.7% | +3.4% | -1.2% |
| 30D | +3.7% | +7.9% | -4.2% | +1.9% |
| 3M | +17.5% | +32.1% | -14.6% | +10.4% |
| 6M | +18.5% | +62.2% | -43.7% | +5.5% |
| YTD | -16.3% | +16.4% | -32.7% | -19.3% |
| 1Y | -29.7% | -0.3% | -29.5% | -29.9% |
| 3Y | +14.2% | +36.0% | -21.9% | +2.4% |
| 5Y | +2.5% | +125.2% | -122.7% | -14.4% |
| All | +45.7% | +274.4% | -228.7% | +17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling