+42.2%
THC vs WOLF
+37.9%
+4.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.3% | +6.0% | -0.3% |
| 7D | +1.0% | +4.4% | -3.4% | +1.0% |
| 30D | +5.3% | +1.0% | +4.3% | +5.3% |
| 3M | +7.1% | -21.2% | +28.3% | +7.1% |
| 6M | +46.0% | -60.3% | +106.4% | +48.8% |
| YTD | +43.9% | +42.6% | +1.3% | +29.4% |
| 1Y | +45.4% | +36.5% | +8.9% | +30.7% |
| All | +42.2% | +37.9% | +4.2% | +28.9% |
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