+30.1%
HAL vs WOLF
+45.1%
-15.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.8% | -9.7% | +0.2% |
| 7D | -7.9% | +25.3% | -33.2% | -7.8% |
| 30D | -2.1% | -14.7% | +12.6% | -2.2% |
| 3M | +0.4% | -20.5% | +21.0% | +0.3% |
| 6M | -19.2% | -43.9% | +24.7% | -18.8% |
| YTD | +14.4% | +50.0% | -35.7% | +16.4% |
| 1Y | +18.0% | +45.5% | -27.5% | +20.3% |
| All | +30.1% | +45.1% | -15.0% | +34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling