-26.6%
OWL vs HSY
+10.7%
-37.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.2% | -1.1% | +3.4% |
| 7D | +10.1% | +6.6% | +3.6% | +10.7% |
| 30D | +18.7% | +8.4% | +10.4% | +19.9% |
| 3M | -6.2% | -1.8% | -4.4% | -6.6% |
| 6M | +9.8% | -2.6% | +12.4% | +9.2% |
| YTD | -24.2% | -2.0% | -22.2% | -24.1% |
| 1Y | -26.6% | +8.3% | -34.9% | -29.6% |
| All | -26.6% | +10.7% | -37.3% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 1y: compounded portfolio wealth divided by compounded HSY 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…
1y analysis · Full analysis span regression · 6 months rolling