+20.9%
HWM vs WOLF
+60.4%
-39.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +1.9% | -12.6% | -10.8% |
| 7D | -9.2% | +9.8% | -18.9% | -9.6% |
| 30D | -17.9% | -12.1% | -5.7% | -17.5% |
| 3M | -6.0% | -47.9% | +41.8% | -3.9% |
| 6M | -7.4% | +74.3% | -81.6% | -13.5% |
| YTD | +13.1% | +65.9% | -52.8% | +5.4% |
| All | +20.9% | +60.4% | -39.6% | +13.1% |
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 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