+0.1%
OWL vs HTZ
-85.9%
+85.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | -2.2% | +7.5% | -9.7% | -3.2% |
| 30D | +3.7% | +47.4% | -43.8% | -2.7% |
| 3M | +17.5% | -54.9% | +72.4% | +26.7% |
| 6M | +18.5% | -47.0% | +65.5% | +23.6% |
| YTD | -16.3% | -55.3% | +38.9% | -10.8% |
| 1Y | -29.7% | -57.6% | +27.9% | -25.7% |
| 3Y | +14.2% | -86.6% | +100.8% | +46.6% |
| All | +0.1% | -85.9% | +85.9% | +36.7% |
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