+45.6%
THC vs WOLF
+53.8%
-8.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.6% | +0.9% |
| 7D | +0.2% | +21.5% | -21.2% | +0.2% |
| 30D | +9.0% | -1.2% | +10.3% | +9.0% |
| 3M | +12.9% | -8.2% | +21.1% | +12.9% |
| 6M | +52.8% | -45.0% | +97.8% | +52.7% |
| YTD | +47.4% | +59.0% | -11.6% | +32.5% |
| 1Y | +47.7% | +59.1% | -11.4% | +32.7% |
| All | +45.6% | +53.8% | -8.2% | +32.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling