+12.4%
WOLF vs ALHC
-58.2%
+70.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.9% | -4.5% | -6.1% |
| 7D | +4.4% | +0.3% | +4.1% | +4.3% |
| 30D | +1.0% | -10.6% | +11.6% | +2.5% |
| 3M | -21.2% | -45.3% | +24.1% | -15.5% |
| 6M | -60.3% | -59.7% | -0.6% | -55.0% |
| YTD | +42.6% | -62.7% | +105.4% | +41.2% |
| 1Y | +36.5% | -56.1% | +92.6% | +8.5% |
| All | +12.4% | -58.2% | +70.5% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling