+59.5%
HAS vs WOLF
+32.2%
+27.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +16.8% | -17.4% | -1.1% |
| 7D | -0.2% | +8.2% | -8.4% | -0.5% |
| 30D | +31.0% | -24.2% | +55.2% | +32.1% |
| 3M | +30.7% | -13.8% | +44.4% | +30.5% |
| 6M | +23.9% | -44.8% | +68.7% | +25.0% |
| YTD | +48.3% | +36.6% | +11.7% | +39.7% |
| 1Y | +60.2% | +27.6% | +32.7% | +50.8% |
| All | +59.5% | +32.2% | +27.3% | +51.3% |
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