+63.6%
HUT vs WOLF
+45.1%
+18.5%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +9.8% | -1.5% | +4.5% |
| 7D | +3.7% | +25.3% | -21.6% | -4.8% |
| 30D | -32.3% | -14.7% | -17.7% | -28.5% |
| 3M | -35.6% | -20.5% | -15.1% | -31.3% |
| 6M | -42.1% | -43.9% | +1.9% | -35.7% |
| YTD | +24.1% | +50.0% | -25.9% | -5.2% |
| 1Y | +27.9% | +45.5% | -17.6% | -0.9% |
| All | +63.6% | +45.1% | +18.5% | +33.4% |
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