+82.7%
WULF vs HSY
+128.6%
-45.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +3.6% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | -2.6% | -5.2% | +2.6% | -3.6% |
| 3M | -34.0% | -3.4% | -30.6% | -34.1% |
| 6M | +10.0% | -19.2% | +29.2% | +6.2% |
| YTD | +45.7% | -2.6% | +48.3% | +46.7% |
| 1Y | +57.3% | -3.8% | +61.1% | +58.6% |
| 3Y | +878.9% | -10.6% | +889.6% | +903.8% |
| 5Y | -28.3% | +12.3% | -40.6% | -26.0% |
| All | +82.7% | +128.6% | -45.9% | +104.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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