-29.7%
OWL vs HUM
+31.0%
-60.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.5% | -0.7% |
| 7D | -2.2% | +4.2% | -6.4% | -2.5% |
| 30D | +3.7% | +10.4% | -6.7% | +2.8% |
| 3M | +17.5% | +15.1% | +2.5% | +15.8% |
| 6M | +18.5% | +120.9% | -102.4% | +9.9% |
| YTD | -16.3% | +57.9% | -74.3% | -19.4% |
| 1Y | -29.7% | +30.6% | -60.3% | -32.1% |
| All | -29.7% | +31.0% | -60.7% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 1y: compounded portfolio wealth divided by compounded HUM 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…
1y analysis · Full analysis span regression · 6 months rolling