+26.6%
HPQ vs WOLF
+51.6%
-25.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -5.5% | +10.5% | +4.9% |
| 7D | +2.2% | +2.4% | -0.1% | +2.2% |
| 30D | +9.7% | -6.9% | +16.6% | +9.6% |
| 3M | +32.7% | -44.1% | +76.8% | +33.1% |
| 6M | +77.7% | +53.6% | +24.1% | +66.0% |
| YTD | +51.0% | +56.7% | -5.7% | +39.7% |
| All | +26.6% | +51.6% | -25.0% | +17.5% |
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