+46.0%
HALO vs WOLF
+39.8%
+6.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.7% | +7.4% | 0.0% |
| 7D | -3.4% | -6.2% | +2.8% | -3.1% |
| 30D | +4.3% | -16.5% | +20.8% | +5.0% |
| 3M | +51.8% | -42.0% | +93.8% | +53.4% |
| 6M | +57.8% | +51.8% | +6.0% | +52.1% |
| YTD | +59.0% | +44.6% | +14.4% | +53.4% |
| All | +46.0% | +39.8% | +6.2% | +39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling