-14.5%
OWL vs HST
+87.2%
-101.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +1.5% | +3.6% | -2.0% | -0.7% |
| 30D | +13.4% | +11.2% | +2.2% | +6.1% |
| 3M | -21.2% | +13.1% | -34.3% | -27.2% |
| 6M | +4.0% | +23.9% | -19.9% | -10.7% |
| YTD | -29.0% | +52.3% | -81.3% | -47.3% |
| 1Y | -28.4% | +56.7% | -85.1% | -48.1% |
| 3Y | -14.5% | +87.5% | -102.0% | -45.9% |
| All | -14.5% | +87.2% | -101.7% | -45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling