+18.2%
WOLF vs ALHC
-58.7%
+76.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.0% | +10.7% | +9.9% |
| 7D | +25.3% | +3.9% | +21.4% | +24.8% |
| 30D | -14.7% | -3.6% | -11.0% | -14.1% |
| 3M | -20.5% | -49.4% | +28.9% | -13.9% |
| 6M | -43.9% | -59.5% | +15.5% | -36.7% |
| YTD | +50.0% | -63.2% | +113.2% | +48.8% |
| 1Y | +45.5% | -55.5% | +101.0% | +10.3% |
| All | +18.2% | -58.7% | +76.9% | +5.3% |
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