-73.8%
HTZ vs WOLF
+13.1%
-86.9%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -10.7% | -10.1% | -18.8% |
| 7D | -7.7% | -18.4% | +10.7% | -4.1% |
| 30D | -13.1% | -36.0% | +22.9% | -6.3% |
| 3M | +14.7% | -19.2% | +33.9% | +18.2% |
| 6M | -70.6% | -44.4% | -26.2% | -68.5% |
| YTD | -65.2% | +16.9% | -82.1% | -65.5% |
| 1Y | -73.2% | +0.5% | -73.7% | -73.6% |
| All | -73.8% | +13.1% | -86.9% | -74.3% |
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