-3.0%
HSY vs WOLF
+44.0%
-47.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.6% | -0.5% |
| 7D | +0.1% | -8.6% | +8.7% | -0.1% |
| 30D | -5.2% | -18.3% | +13.1% | -5.6% |
| 3M | -3.4% | -43.1% | +39.7% | -4.0% |
| 6M | -19.2% | +42.4% | -61.6% | -20.7% |
| YTD | -2.6% | +48.9% | -51.5% | -4.3% |
| All | -3.0% | +44.0% | -47.0% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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