+4.6%
OWL vs HSY
-9.9%
+14.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.3% |
| 7D | -6.4% | -3.0% | -3.4% | -6.8% |
| 30D | -5.0% | -5.0% | 0.0% | -5.7% |
| 3M | +15.4% | -1.3% | +16.7% | +15.4% |
| 6M | +15.5% | -21.5% | +37.0% | +11.9% |
| YTD | -22.7% | -3.3% | -19.4% | -22.6% |
| 1Y | -34.1% | -5.5% | -28.6% | -34.2% |
| All | +4.6% | -9.9% | +14.6% | +5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling