-2.5%
OWL vs HTZ
-92.5%
+90.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.4% | +7.7% | +0.4% |
| 7D | -4.9% | -14.6% | +9.6% | -3.2% |
| 30D | +7.8% | -20.8% | +28.6% | +10.7% |
| 3M | -12.7% | -18.8% | +6.1% | -11.4% |
| 6M | -2.8% | -74.7% | +71.9% | +12.4% |
| YTD | -30.1% | -68.1% | +38.0% | -22.5% |
| 1Y | -29.1% | -73.5% | +44.4% | -19.6% |
| 3Y | -12.3% | -81.8% | +69.5% | -3.2% |
| 5Y | -27.5% | -95.2% | +67.7% | -1.0% |
| All | -2.5% | -92.5% | +90.0% | +33.1% |
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