+9.3%
HUBB vs WOLF
+44.0%
-34.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.0% | -1.2% | +1.5% |
| 7D | -0.1% | -8.6% | +8.5% | +0.6% |
| 30D | -10.0% | -18.3% | +8.3% | -8.7% |
| 3M | -1.6% | -43.1% | +41.5% | +1.2% |
| 6M | -3.1% | +42.4% | -45.5% | -9.4% |
| YTD | +4.6% | +48.9% | -44.3% | -3.1% |
| All | +9.3% | +44.0% | -34.7% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling