+7.6%
WOLF vs ALHC
-58.3%
+65.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | -2.9% | +19.8% | +17.2% |
| 7D | +8.2% | +1.0% | +7.3% | +8.2% |
| 30D | -24.2% | -14.2% | -10.0% | -22.7% |
| 3M | -13.8% | -45.1% | +31.4% | -7.4% |
| 6M | -44.8% | -59.5% | +14.8% | -37.6% |
| YTD | +36.6% | -62.8% | +99.5% | +35.4% |
| 1Y | +27.6% | -55.5% | +83.0% | -1.7% |
| All | +7.6% | -58.3% | +65.9% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling