+75.4%
HBM vs WOLF
+39.8%
+35.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -7.7% | +0.2% | -6.1% |
| 7D | -3.7% | -6.2% | +2.5% | -2.6% |
| 30D | -3.7% | -16.5% | +12.8% | -0.9% |
| 3M | +8.0% | -42.0% | +50.0% | +16.2% |
| 6M | +15.8% | +51.8% | -36.0% | +5.1% |
| YTD | +34.4% | +44.6% | -10.2% | +22.1% |
| All | +75.4% | +39.8% | +35.5% | +60.8% |
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