+563.1%
HPE vs WULF
+82.7%
+480.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +3.7% | +8.7% | +12.2% |
| 7D | +19.4% | +1.4% | +18.0% | +19.3% |
| 30D | +5.6% | -2.6% | +8.2% | +5.7% |
| 3M | +33.1% | -34.0% | +67.0% | +36.0% |
| 6M | +192.5% | +10.0% | +182.5% | +189.6% |
| YTD | +160.9% | +45.7% | +115.2% | +153.1% |
| 1Y | +155.0% | +57.3% | +97.6% | +145.3% |
| 3Y | +289.4% | +878.9% | -589.5% | +227.0% |
| 5Y | +395.7% | -28.3% | +424.0% | +315.7% |
| All | +563.1% | +82.7% | +480.4% | +433.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WULF.
Daily Out/Under-Performance
Portfolio return minus WULF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WULF 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 WULF 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