+30.7%
WOLF vs ALHC
-23.5%
+54.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.0% |
| 7D | +9.8% | -1.0% | +10.7% | +9.9% |
| 30D | -12.1% | -6.3% | -5.8% | -11.3% |
| 3M | -47.9% | -12.3% | -35.6% | -46.3% |
| 6M | +74.3% | -27.0% | +101.3% | +71.4% |
| YTD | +65.9% | -31.8% | +97.7% | +53.1% |
| All | +30.7% | -23.5% | +54.2% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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