+16.6%
OWL vs HTZ
-89.5%
+106.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -25.8% |
| 3Y | +14.2% | -86.6% | +100.8% | +43.9% |
| 5Y | +2.5% | -86.1% | +88.6% | +28.6% |
| All | +16.6% | -89.5% | +106.2% | +53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling