+878.9%
WULF vs HPQ
+36.4%
+842.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.4% | -4.7% | +0.6% |
| 7D | +1.4% | +9.8% | -8.4% | -2.4% |
| 30D | -2.6% | +22.4% | -25.0% | -11.2% |
| 3M | -34.0% | +45.2% | -79.1% | -45.6% |
| 6M | +10.0% | +96.4% | -86.4% | -27.8% |
| YTD | +45.7% | +65.4% | -19.7% | +6.9% |
| 1Y | +57.3% | +31.6% | +25.8% | +37.2% |
| 3Y | +878.9% | +37.0% | +841.9% | +553.8% |
| All | +878.9% | +36.4% | +842.6% | +553.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 3y: compounded portfolio wealth divided by compounded HPQ 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…
3y analysis · Full analysis span regression · 6 months rolling