-23.8%
HDB vs WOLF
+53.8%
-77.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.5% | -5.4% | 0.0% |
| 7D | +6.9% | +21.5% | -14.5% | +6.3% |
| 30D | +15.2% | -1.2% | +16.5% | +15.1% |
| 3M | +11.7% | -8.2% | +19.9% | +11.5% |
| 6M | +7.5% | -45.0% | +52.5% | +8.8% |
| YTD | -28.8% | +59.0% | -87.8% | -30.8% |
| 1Y | -29.1% | +59.1% | -88.2% | -31.3% |
| All | -23.8% | +53.8% | -77.6% | -25.8% |
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 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