+30.0%
HAL vs WOLF
+45.7%
-15.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | -6.5% | +17.0% | -23.5% | -6.4% |
| 30D | -2.1% | -14.3% | +12.2% | -2.2% |
| 3M | -4.9% | -10.5% | +5.6% | -4.9% |
| 6M | -19.3% | -43.7% | +24.4% | -18.8% |
| YTD | +14.3% | +50.7% | -36.4% | +16.4% |
| 1Y | +17.3% | +46.7% | -29.4% | +19.6% |
| All | +30.0% | +45.7% | -15.7% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 10y: compounded portfolio wealth divided by compounded WOLF 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…
10y analysis · Full analysis span regression · 6 months rolling