-22.1%
WULF vs HCA
+11.2%
-33.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +10.3% | -17.0% | -4.6% |
| 7D | -12.8% | +10.2% | -23.1% | -10.9% |
| 30D | -20.9% | +17.4% | -38.3% | -18.7% |
| 3M | -38.0% | +27.7% | -65.7% | -36.0% |
| 6M | -47.5% | +20.0% | -67.5% | -44.1% |
| YTD | +1.8% | +10.0% | -8.1% | +4.7% |
| 1Y | -22.1% | +9.0% | -31.1% | -19.9% |
| All | -22.1% | +11.2% | -33.2% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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