+1,762.4%
WULF vs HPQ
+1,631.3%
+131.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.9% | -9.0% | -4.6% |
| 7D | +15.6% | +2.2% | +13.4% | +15.2% |
| 30D | +5.7% | +9.7% | -4.0% | +4.4% |
| 3M | -32.3% | +32.7% | -65.0% | -34.7% |
| 6M | +23.7% | +77.7% | -54.0% | +14.9% |
| YTD | +49.1% | +51.0% | -1.9% | +40.8% |
| 1Y | +66.3% | +18.4% | +47.9% | +61.5% |
| 3Y | +851.7% | +25.6% | +826.1% | +822.3% |
| 5Y | -30.9% | +38.6% | -69.6% | -32.9% |
| 10Y | +86.9% | +226.1% | -139.2% | +77.0% |
| All | +1,762.4% | +1,631.3% | +131.1% | +2,299.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling