-3.7%
HSY vs WOLF
+51.6%
-55.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.5% | +4.9% | -0.8% |
| 7D | -3.0% | +2.4% | -5.3% | -2.9% |
| 30D | -5.0% | -6.9% | +1.9% | -5.1% |
| 3M | -1.3% | -44.1% | +42.8% | -1.8% |
| 6M | -21.5% | +53.6% | -75.1% | -22.8% |
| YTD | -3.3% | +56.7% | -60.0% | -4.8% |
| All | -3.7% | +51.6% | -55.2% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling