-1.0%
OWL vs HTZ
-93.2%
+92.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.3% |
| 7D | +1.5% | -8.5% | +10.1% | +2.6% |
| 30D | +13.4% | -18.9% | +32.4% | +16.1% |
| 3M | -21.2% | -36.0% | +14.8% | -17.1% |
| 6M | +4.0% | -74.6% | +78.6% | +20.1% |
| YTD | -29.0% | -70.8% | +41.8% | -20.5% |
| 1Y | -28.4% | -75.3% | +46.9% | -18.1% |
| 3Y | -14.5% | -81.6% | +67.0% | -7.2% |
| 5Y | -21.5% | -94.4% | +73.0% | +7.8% |
| All | -1.0% | -93.2% | +92.1% | +36.6% |
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