+61.7%
HAS vs WOLF
+37.9%
+23.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.3% | +5.6% | -0.5% |
| 7D | +1.4% | +4.4% | -3.0% | +1.2% |
| 30D | +26.3% | +1.0% | +25.3% | +26.0% |
| 3M | +25.6% | -21.2% | +46.8% | +26.2% |
| 6M | +30.3% | -60.3% | +90.6% | +33.8% |
| YTD | +50.4% | +42.6% | +7.7% | +41.4% |
| 1Y | +57.7% | +36.5% | +21.2% | +48.2% |
| All | +61.7% | +37.9% | +23.8% | +53.2% |
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