-27.7%
OWL vs HTZ
-95.0%
+67.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -20.8% | +13.7% | -4.2% |
| 7D | -5.0% | -7.7% | +2.7% | -4.1% |
| 30D | +9.0% | -13.1% | +22.1% | +10.8% |
| 3M | -12.7% | +14.7% | -27.5% | -16.0% |
| 6M | -4.0% | -70.6% | +66.6% | +9.6% |
| YTD | -29.6% | -65.2% | +35.6% | -22.4% |
| 1Y | -31.9% | -73.2% | +41.2% | -22.3% |
| 3Y | -13.1% | -80.8% | +67.7% | -1.7% |
| All | -27.7% | -95.0% | +67.3% | +9.1% |
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 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