-20.7%
HD vs WOLF
+60.4%
-81.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -2.3% |
| 7D | -1.2% | +9.8% | -10.9% | -1.3% |
| 30D | -11.1% | -12.1% | +1.0% | -11.1% |
| 3M | +2.0% | -47.9% | +49.9% | +2.6% |
| 6M | -10.5% | +74.3% | -84.7% | -12.6% |
| YTD | -6.9% | +65.9% | -72.7% | -9.3% |
| All | -20.7% | +60.4% | -81.1% | -23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling