+53.7%
JHX vs WOLF
+51.6%
+2.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.5% | +2.4% | -2.7% |
| 7D | +1.6% | +2.4% | -0.8% | +1.4% |
| 30D | -5.0% | -6.9% | +1.9% | -4.6% |
| 3M | +24.5% | -44.1% | +68.5% | +28.5% |
| 6M | +34.9% | +53.6% | -18.7% | +20.4% |
| YTD | +39.3% | +56.7% | -17.4% | +23.2% |
| All | +53.7% | +51.6% | +2.1% | +37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling