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Funds (13F)

Wolf Hill Capital Management, LP

Backtest from 19 Feb 2021 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+4.4%
S&P 500 +13.8%
Last 12 months
+10.7%
S&P 500 +12.1%
Sharpe ratio
0.18
S&P 500 0.68
Biggest drop
−42.7%
S&P 500 −23.9%
$10.0k$20.0k 202120222023202420252026 $20.9k$12.8k
StrategyS&P 500 $10,000 in Wolf Hill Capital Management, LP from 19 Feb 2021 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Copies Wolf Hill Capital Management, LP's quarterly 13F holdings in the companies we cover, weighted by reported value: it buys on the first trading day after each 13F is filed (up to 45 days after the quarter) and holds until the next filing. A 13F shows long US-listed positions only, at the quarter's end, so this misses shorts, cash, bonds, non-US holdings and trading within the quarter.

Wolf Hill Capital Management, LP's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+4.4%+13.8%
Total return+28%+109%
Last 12 months+10.7%+12.1%
Last 3 months−3.3%—
Last month−9.8%—
This year so far+4.7%—
Volatility a year31.2%15.6%
Sharpe ratio0.180.68
Biggest drop−42.7%−23.9%
Beta to the S&P 5001.271.00
Alpha a year (t-statistic)−7.9% (−0.77)—
Share of weeks up52%—

Sharpe ratio uses returns above the 3-month Treasury bill rate. Alpha is the yearly return left after allowing for the strategy's exposure to the S&P 500 (CAPM); a t-statistic below about 2 means it cannot be told apart from luck.

Insights

CompanyWeightHeld sinceReturn since
SIMO19.9%——
W10.6%——
HPE9.1%——
GLNG8.8%——
CC6.5%——
SGI5.5%——
NN5.3%——
ALK4.1%——
FND4.1%——
APO3.8%——
CART3.4%——
BKD3.0%——
CWH3.0%——
GRPN2.6%——
FFIV2.5%——
DCH2.2%——
PLAY1.7%——
MBI1.5%——
AMPX0.8%——
OSG0.3%——
LNG0.3%——
NEXT0.3%——
GSM0.3%——
MAIR0.2%——
DASH0.1%——

Weighted by reported value in the latest 13F, held until the next filing.

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest19 Feb 2021 to 2 Nov 2026+4.4%+13.8%0.180.68−42.7%1.27−7.9% (−0.77)
Last three years3 Nov 2023 to 2 Nov 2026+8.0%+21.8%0.251.16−23.5%1.26−13.9% (−1.32)
Last year7 Nov 2025 to 2 Nov 2026+12.7%+14.2%0.430.84−18.5%1.32−1.6% (−0.07)
DateCompanyAction
14 Aug 2026WBought
14 Aug 2026SGIBought
14 Aug 2026PLAYBought
14 Aug 2026MAIRBought
14 Aug 2026LNGBought
14 Aug 2026GRPNBought
14 Aug 2026FFIVBought
14 Aug 2026DASHBought
14 Aug 2026BKDBought
14 Aug 2026APOBought
15 May 2026TEXBought
15 May 2026OLNBought
15 May 2026HPEBought
15 May 2026DCHBought
15 May 2026CWHBought
15 May 2026CCBought
15 May 2026AMPXBought
15 May 2026ALKBought
20 Feb 2026TFXBought
20 Feb 2026SIMOBought
20 Feb 2026NCNOBought
20 Feb 2026CPNGBought
21 Nov 2025ULCCBought
21 Nov 2025TROXBought
21 Nov 2025SGIBought

Dated at the rebalance that made the change.

DateCompanyAction
14 Aug 2026TFXSold
14 Aug 2026TEXSold
14 Aug 2026RKTSold
14 Aug 2026OLNSold
15 May 2026WDCSold
15 May 2026WSold
15 May 2026TROXSold
15 May 2026SNSold
15 May 2026NCNOSold
15 May 2026MTZSold
15 May 2026JHXSold
15 May 2026GEOSold
15 May 2026CPNGSold
15 May 2026APPNSold
20 Feb 2026ULCCSold
20 Feb 2026SGISold
20 Feb 2026RHSold
20 Feb 2026NBISSold
20 Feb 2026HSICSold
20 Feb 2026GSATSold
20 Feb 2026GPRESold
20 Feb 2026FOURSold
20 Feb 2026DXLGSold
20 Feb 2026DQSold
20 Feb 2026CRSSold

Dated at the rebalance that made the change.

Backtests are hypothetical and use today's listed companies only, which flatters results. Past performance does not predict future returns. This is research, not investment advice. How we backtest