+1,762.4%
WULF vs HSY
+3,006.0%
-1,243.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -4.1% |
| 7D | +15.6% | -3.0% | +18.5% | +15.5% |
| 30D | +5.7% | -5.0% | +10.8% | +5.6% |
| 3M | -32.3% | -1.3% | -31.0% | -32.3% |
| 6M | +23.7% | -21.5% | +45.2% | +23.0% |
| YTD | +49.1% | -3.3% | +52.4% | +49.2% |
| 1Y | +66.3% | -5.5% | +71.8% | +66.5% |
| 3Y | +851.7% | -9.9% | +861.6% | +856.7% |
| 5Y | -30.9% | +11.3% | -42.3% | -31.1% |
| 10Y | +86.9% | +128.1% | -41.1% | +82.1% |
| All | +1,762.4% | +3,006.0% | -1,243.6% | +1,809.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling