-67.0%
HTZ vs WOLF
+26.6%
-93.6%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.7% | +7.5% | +8.9% |
| 7D | +18.9% | -14.5% | +33.4% | +21.9% |
| 30D | +26.3% | -32.0% | +58.3% | +33.9% |
| 3M | +49.7% | -15.8% | +65.4% | +51.8% |
| 6M | -61.1% | -36.6% | -24.5% | -59.4% |
| YTD | -56.0% | +30.9% | -86.9% | -57.5% |
| 1Y | -66.4% | +4.1% | -70.5% | -67.9% |
| All | -67.0% | +26.6% | -93.6% | -68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling