+57.3%
WULF vs HSY
-4.1%
+61.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +3.5% |
| 7D | +1.4% | +0.1% | +1.3% | +1.5% |
| 30D | -2.6% | -5.2% | +2.6% | -4.0% |
| 3M | -34.0% | -3.4% | -30.6% | -34.2% |
| 6M | +10.0% | -19.2% | +29.2% | +8.6% |
| YTD | +45.7% | -2.6% | +48.3% | +51.7% |
| 1Y | +57.3% | -3.8% | +61.1% | +77.8% |
| All | +57.3% | -4.1% | +61.4% | +77.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling