+37.0%
HST vs WOLF
+60.4%
-23.4%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | +0.1% |
| 7D | +2.0% | +9.8% | -7.8% | +1.9% |
| 30D | -5.2% | -12.1% | +6.9% | -5.1% |
| 3M | -6.2% | -47.9% | +41.7% | -5.0% |
| 6M | +20.4% | +74.3% | -53.9% | +17.8% |
| YTD | +30.6% | +65.9% | -35.3% | +27.9% |
| All | +37.0% | +60.4% | -23.4% | +34.2% |
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 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