+38.7%
HPQ vs WOLF
+44.0%
-5.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +3.0% | +5.4% | +8.4% |
| 7D | +9.8% | -8.6% | +18.3% | +9.7% |
| 30D | +22.4% | -18.3% | +40.6% | +22.2% |
| 3M | +45.2% | -43.1% | +88.2% | +45.5% |
| 6M | +96.4% | +42.4% | +54.0% | +83.8% |
| YTD | +65.4% | +48.9% | +16.5% | +52.9% |
| All | +38.7% | +44.0% | -5.3% | +28.7% |
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