+30.9%
OWL vs JHX
+5.3%
+25.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.3% | +1.0% |
| 7D | -10.1% | -6.3% | -3.8% | -8.3% |
| 30D | -11.9% | -7.7% | -4.2% | -9.8% |
| 3M | +10.7% | +19.2% | -8.4% | +5.2% |
| 6M | +22.1% | +38.3% | -16.1% | +10.1% |
| YTD | -24.8% | +37.2% | -62.0% | -32.2% |
| 1Y | -39.2% | +42.3% | -81.5% | -46.1% |
| 3Y | +1.7% | -4.4% | +6.1% | -7.4% |
| 5Y | -15.5% | -26.4% | +10.9% | -24.2% |
| All | +30.9% | +5.3% | +25.6% | +12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling