+39.1%
OWL vs HUBB
+214.0%
-174.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.9% | -5.4% | -5.0% |
| 7D | -3.9% | +4.8% | -8.8% | -6.4% |
| 30D | -3.7% | -9.3% | +5.6% | +1.4% |
| 3M | +21.4% | -3.9% | +25.3% | +23.0% |
| 6M | +18.3% | -0.8% | +19.2% | +15.0% |
| YTD | -20.1% | +5.6% | -25.7% | -25.6% |
| 1Y | -32.8% | +7.7% | -40.5% | -38.5% |
| 3Y | +8.6% | +47.5% | -38.9% | -18.5% |
| 5Y | -4.5% | +153.7% | -158.1% | -48.0% |
| All | +39.1% | +214.0% | -174.9% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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