+1.3%
OWL vs HTZ
-93.2%
+94.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.0% | +6.4% | -0.5% |
| 7D | -1.2% | -27.5% | +26.4% | +2.9% |
| 30D | +7.6% | -21.9% | +29.5% | +10.8% |
| 3M | -10.7% | -29.2% | +18.6% | -7.7% |
| 6M | +0.9% | -75.2% | +76.1% | +16.9% |
| YTD | -27.3% | -70.8% | +43.5% | -18.5% |
| 1Y | -27.2% | -76.1% | +49.0% | -16.2% |
| 3Y | -11.4% | -82.5% | +71.1% | -2.4% |
| 5Y | -20.0% | -94.1% | +74.1% | +9.7% |
| All | +1.3% | -93.2% | +94.5% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 10y: compounded portfolio wealth divided by compounded HTZ 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…
10y analysis · Full analysis span regression · 6 months rolling