+34.6%
OWL vs HST
+90.7%
-56.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.1% |
| 7D | -6.4% | -0.3% | -6.1% | -6.2% |
| 30D | -5.0% | -2.8% | -2.2% | -3.6% |
| 3M | +15.4% | -6.5% | +21.9% | +19.2% |
| 6M | +15.5% | +20.7% | -5.2% | +2.8% |
| YTD | -22.7% | +30.5% | -53.1% | -34.2% |
| 1Y | -34.1% | +36.8% | -70.8% | -45.6% |
| 3Y | +5.1% | +65.9% | -60.8% | -22.8% |
| 5Y | -11.5% | +73.9% | -85.4% | -34.9% |
| All | +34.6% | +90.7% | -56.1% | -8.1% |
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