+43.6%
THC vs WOLF
+45.1%
-1.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.8% | -7.8% | +2.0% |
| 7D | +7.5% | +25.3% | -17.8% | +7.5% |
| 30D | +9.6% | -14.7% | +24.2% | +9.6% |
| 3M | +10.3% | -20.5% | +30.8% | +10.2% |
| 6M | +51.8% | -43.9% | +95.8% | +50.7% |
| YTD | +45.4% | +50.0% | -4.6% | +30.7% |
| 1Y | +40.8% | +45.5% | -4.7% | +26.5% |
| All | +43.6% | +45.1% | -1.5% | +30.2% |
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