-16.5%
OWL vs HSY
+12.8%
-29.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.2% | -5.2% | -3.9% |
| 7D | -11.9% | -0.4% | -11.5% | -11.9% |
| 30D | -13.7% | -3.4% | -10.3% | -13.9% |
| 3M | +12.3% | -0.5% | +12.8% | +12.3% |
| 6M | +15.0% | -19.1% | +34.2% | +13.8% |
| YTD | -25.7% | -2.1% | -23.7% | -25.8% |
| 1Y | -39.5% | -3.2% | -36.3% | -39.5% |
| 3Y | +0.9% | -8.8% | +9.7% | +1.8% |
| 5Y | -16.5% | +13.0% | -29.5% | -14.8% |
| All | -16.5% | +12.8% | -29.3% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling