-26.6%
OWL vs JHX
+44.7%
-71.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +8.3% | -5.2% | +0.3% |
| 7D | +10.1% | +13.3% | -3.1% | +5.7% |
| 30D | +18.7% | +17.1% | +1.6% | +12.7% |
| 3M | -6.2% | +4.1% | -10.3% | -7.5% |
| 6M | +9.8% | +48.5% | -38.7% | -0.7% |
| YTD | -24.2% | +42.3% | -66.4% | -30.1% |
| 1Y | -26.6% | +47.4% | -74.0% | -32.8% |
| All | -26.6% | +44.7% | -71.3% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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