-18.2%
OWL vs HTZ
-94.3%
+76.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -8.0% | +8.7% | +1.8% |
| 7D | +1.1% | -27.5% | +28.6% | +5.5% |
| 30D | +10.0% | -21.9% | +31.9% | +13.5% |
| 3M | -8.7% | -29.2% | +20.6% | -5.4% |
| 6M | +3.1% | -75.2% | +78.4% | +20.8% |
| YTD | -25.6% | -70.8% | +45.2% | -16.0% |
| 1Y | -25.5% | -76.1% | +50.6% | -13.5% |
| 3Y | -9.4% | -82.5% | +73.1% | +2.3% |
| 5Y | -18.2% | -94.1% | +75.9% | +28.8% |
| All | -18.2% | -94.3% | +76.1% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling