+9.9%
HWM vs WOLF
+29.9%
-19.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.3% | +5.3% | -0.6% |
| 7D | +7.3% | +4.4% | +2.9% | +7.0% |
| 30D | +1.6% | +1.0% | +0.6% | +1.2% |
| 3M | -21.9% | -21.2% | -0.7% | -21.5% |
| 6M | -19.0% | -60.3% | +41.3% | -16.7% |
| YTD | +7.9% | +42.6% | -34.7% | -0.7% |
| 1Y | +9.9% | +36.5% | -26.6% | +1.2% |
| All | +9.9% | +29.9% | -19.9% | +1.2% |
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