+68.5%
HL vs WOLF
+39.8%
+28.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.7% | +3.8% | -2.7% |
| 7D | -5.6% | -6.2% | +0.6% | -4.7% |
| 30D | +12.7% | -16.5% | +29.2% | +15.5% |
| 3M | +42.5% | -42.0% | +84.5% | +51.4% |
| 6M | -9.0% | +51.8% | -60.8% | -17.1% |
| YTD | +4.4% | +44.6% | -40.2% | -4.4% |
| All | +68.5% | +39.8% | +28.7% | +50.9% |
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