+34.6%
OWL vs USHY
+28.2%
+6.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -2.6% |
| 7D | -6.4% | -0.1% | -6.2% | -6.0% |
| 30D | -5.0% | 0.0% | -4.9% | -4.7% |
| 3M | +15.4% | +0.8% | +14.6% | +13.1% |
| 6M | +15.5% | +1.9% | +13.6% | +10.1% |
| YTD | -22.7% | +2.3% | -24.9% | -26.7% |
| 1Y | -34.1% | +4.1% | -38.2% | -40.6% |
| 3Y | +5.1% | +27.8% | -22.7% | -43.4% |
| 5Y | -11.5% | +21.5% | -33.0% | -40.9% |
| All | +34.6% | +28.2% | +6.5% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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