+46.3%
HALO vs WOLF
+44.0%
+2.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | 0.0% |
| 7D | -2.7% | -8.6% | +5.9% | -2.3% |
| 30D | +5.3% | -18.3% | +23.6% | +6.2% |
| 3M | +51.6% | -43.1% | +94.6% | +53.2% |
| 6M | +61.3% | +42.4% | +18.8% | +55.5% |
| YTD | +59.3% | +48.9% | +10.4% | +53.5% |
| All | +46.3% | +44.0% | +2.3% | +39.9% |
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