-16.9%
OWL vs JHX
-27.7%
+10.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.3% | +0.9% |
| 7D | -10.1% | -6.3% | -3.8% | -8.3% |
| 30D | -11.9% | -7.7% | -4.2% | -9.7% |
| 3M | +10.7% | +19.2% | -8.4% | +5.0% |
| 6M | +22.1% | +38.3% | -16.1% | +9.5% |
| YTD | -24.8% | +37.2% | -62.0% | -32.5% |
| 1Y | -39.2% | +42.3% | -81.5% | -46.4% |
| 3Y | +1.7% | -4.4% | +6.1% | -8.5% |
| All | -16.9% | -27.7% | +10.8% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling