+147.3%
WULF vs HCA
+1,718.5%
-1,571.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.1% | -5.6% | -5.8% |
| 7D | -0.6% | +2.9% | -3.5% | -0.9% |
| 30D | -3.6% | +2.4% | -6.0% | -4.0% |
| 3M | -30.4% | +13.0% | -43.4% | -31.7% |
| 6M | +12.5% | -21.4% | +33.9% | +15.3% |
| YTD | +40.5% | -9.5% | +49.9% | +41.4% |
| 1Y | +53.0% | +7.5% | +45.5% | +50.7% |
| 3Y | +796.7% | +57.6% | +739.1% | +726.5% |
| 5Y | -30.9% | +71.1% | -102.0% | -37.8% |
| 10Y | +76.1% | +498.8% | -422.7% | +44.8% |
| All | +147.3% | +1,718.5% | -1,571.2% | +71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling