+82.7%
WULF vs HCA
+511.6%
-428.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.4% | +3.6% |
| 7D | +1.4% | +5.4% | -4.0% | +0.7% |
| 30D | -2.6% | +3.0% | -5.6% | -3.1% |
| 3M | -34.0% | +13.0% | -47.0% | -35.3% |
| 6M | +10.0% | -20.3% | +30.2% | +13.2% |
| YTD | +45.7% | -8.2% | +53.9% | +46.6% |
| 1Y | +57.3% | +6.7% | +50.6% | +54.8% |
| 3Y | +878.9% | +60.4% | +818.6% | +781.1% |
| 5Y | -28.3% | +73.4% | -101.8% | -37.6% |
| All | +82.7% | +511.6% | -428.9% | +62.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling