+29.3%
OWL vs HUM
+7.6%
+21.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.1% | -4.0% |
| 7D | -11.9% | -1.4% | -10.5% | -11.8% |
| 30D | -13.7% | +7.5% | -21.2% | -14.3% |
| 3M | +12.3% | +10.2% | +2.0% | +11.1% |
| 6M | +15.0% | +132.5% | -117.5% | +6.0% |
| YTD | -25.7% | +57.6% | -83.4% | -29.1% |
| 1Y | -39.5% | +48.6% | -88.1% | -42.1% |
| 3Y | +0.9% | -11.2% | +12.1% | -1.0% |
| 5Y | -16.5% | +4.8% | -21.3% | -18.7% |
| All | +29.3% | +7.6% | +21.7% | +23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling