+23.6%
OWL vs HST
+122.8%
-99.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -3.7% |
| 7D | +0.8% | +3.6% | -2.8% | -1.1% |
| 30D | +7.3% | +9.9% | -2.6% | +2.0% |
| 3M | -16.8% | +12.9% | -29.8% | -22.3% |
| 6M | +4.0% | +22.9% | -18.9% | -8.0% |
| YTD | -29.0% | +52.4% | -81.4% | -44.6% |
| 1Y | -29.7% | +52.5% | -82.2% | -45.2% |
| 3Y | -13.5% | +87.4% | -100.9% | -40.6% |
| 5Y | -21.5% | +82.9% | -104.4% | -46.0% |
| All | +23.6% | +122.8% | -99.2% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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