+15.6%
OWL vs HST
+67.0%
-51.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.0% | -0.9% |
| 7D | -2.2% | -1.0% | -1.2% | -1.6% |
| 30D | +3.7% | -12.3% | +15.9% | +12.5% |
| 3M | +17.5% | -6.4% | +23.9% | +21.7% |
| 6M | +18.5% | +15.0% | +3.5% | +6.3% |
| YTD | -16.3% | +30.5% | -46.8% | -31.4% |
| 1Y | -29.7% | +35.7% | -65.4% | -44.2% |
| All | +15.6% | +67.0% | -51.4% | -24.3% |
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