-39.2%
OWL vs HUM
+50.8%
-90.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +12.7% |
| YTD | -24.8% | +61.2% | -86.0% | -27.6% |
| 1Y | -39.2% | +49.2% | -88.3% | -41.6% |
| All | -39.2% | +50.8% | -90.0% | -41.6% |
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