+7.5%
HWM vs WOLF
+32.2%
-24.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +16.8% | -14.3% | +1.6% |
| 7D | +3.4% | +8.2% | -4.9% | +2.8% |
| 30D | -7.5% | -24.2% | +16.6% | -6.6% |
| 3M | -28.9% | -13.8% | -15.1% | -28.9% |
| 6M | -19.6% | -44.8% | +25.2% | -19.1% |
| YTD | +0.6% | +36.6% | -36.0% | -5.8% |
| 1Y | +0.3% | +27.6% | -27.2% | -5.9% |
| All | +7.5% | +32.2% | -24.6% | +1.1% |
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