+666.4%
HPE vs WULF
+75.8%
+590.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -5.8% | -0.5% | -5.9% |
| 7D | +1.4% | -0.6% | +2.0% | +1.5% |
| 30D | +1.5% | -3.6% | +5.2% | +1.7% |
| 3M | +21.7% | -30.4% | +52.1% | +24.0% |
| 6M | +164.2% | +12.5% | +151.7% | +161.4% |
| YTD | +132.1% | +40.5% | +91.6% | +125.7% |
| 1Y | +130.6% | +53.0% | +77.7% | +122.6% |
| 3Y | +244.1% | +796.7% | -552.5% | +191.9% |
| 5Y | +340.8% | -30.9% | +371.7% | +272.0% |
| 10Y | +500.2% | +76.1% | +424.1% | +386.7% |
| All | +666.4% | +75.8% | +590.6% | +519.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling