+30.9%
OWL vs HUM
+10.0%
+20.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.0% | +1.1% |
| 7D | -10.1% | +2.1% | -12.2% | -10.3% |
| 30D | -11.9% | +5.4% | -17.3% | -12.3% |
| 3M | +10.7% | +11.4% | -0.7% | +9.5% |
| 6M | +22.1% | +141.5% | -119.4% | +12.2% |
| YTD | -24.8% | +61.2% | -86.0% | -28.4% |
| 1Y | -39.2% | +49.2% | -88.3% | -41.8% |
| 3Y | +1.7% | -9.0% | +10.8% | -0.4% |
| 5Y | -15.5% | +7.2% | -22.7% | -17.9% |
| All | +30.9% | +10.0% | +20.9% | +24.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling