+82.7%
WULF vs HDB
+42.1%
+40.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.9% | -3.2% | +1.8% |
| 7D | +1.4% | +0.7% | +0.7% | +1.1% |
| 30D | -2.6% | +1.0% | -3.6% | -3.1% |
| 3M | -34.0% | -2.0% | -32.0% | -34.1% |
| 6M | +10.0% | -18.1% | +28.1% | +15.7% |
| YTD | +45.7% | -36.1% | +81.8% | +63.3% |
| 1Y | +57.3% | -34.0% | +91.4% | +74.6% |
| 3Y | +878.9% | -26.7% | +905.6% | +950.6% |
| 5Y | -28.3% | -33.9% | +5.6% | -23.6% |
| All | +82.7% | +42.1% | +40.6% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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