-9.5%
HSY vs WOLF
-62.7%
+53.2%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.3% | +6.9% | 0.0% |
| 7D | -2.1% | +4.4% | -6.5% | -1.7% |
| 30D | +6.1% | +1.0% | +5.1% | +6.8% |
| 3M | -5.6% | -21.2% | +15.6% | -6.2% |
| 6M | -9.5% | -60.3% | +50.8% | -13.1% |
| All | -9.5% | -62.7% | +53.2% | -13.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling