+62.5%
HST vs WOLF
+45.7%
+16.7%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +10.3% | -4.9% | +5.1% |
| 7D | +0.6% | +17.0% | -16.4% | +0.2% |
| 30D | +14.5% | -14.3% | +28.8% | +14.5% |
| 3M | +15.4% | -10.5% | +25.9% | +15.3% |
| 6M | +22.0% | -43.7% | +65.7% | +22.8% |
| YTD | +54.9% | +50.7% | +4.2% | +51.5% |
| 1Y | +54.0% | +46.7% | +7.3% | +50.3% |
| All | +62.5% | +45.7% | +16.7% | +59.0% |
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