+4.1%
WOLF vs HRB
+16.9%
-12.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.4% | -2.7% | +4.0% |
| 7D | -14.5% | +16.0% | -30.5% | -6.8% |
| 30D | -32.0% | +32.1% | -64.1% | -20.2% |
| 3M | -15.8% | +21.5% | -37.3% | -4.9% |
| 6M | -36.6% | +82.1% | -118.7% | -15.8% |
| YTD | +30.9% | +31.6% | -0.7% | +25.4% |
| 1Y | +4.1% | +15.9% | -11.8% | -4.3% |
| All | +4.1% | +16.9% | -12.8% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 1y: compounded portfolio wealth divided by compounded HRB 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…
1y analysis · Full analysis span regression · 6 months rolling