-22.1%
WULF vs HST
+76.4%
-98.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.3% | -7.9% | -7.4% |
| 7D | -12.8% | +3.3% | -16.1% | -14.6% |
| 30D | -20.9% | +16.4% | -37.2% | -27.3% |
| 3M | -38.0% | +5.5% | -43.5% | -40.1% |
| 6M | -47.5% | +31.1% | -78.6% | -57.2% |
| YTD | +1.8% | +55.9% | -54.1% | -20.0% |
| 1Y | -22.1% | +75.6% | -97.7% | -39.0% |
| All | -22.1% | +76.4% | -98.4% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 1y: compounded portfolio wealth divided by compounded HST 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…
1y analysis · Full analysis span regression · 6 months rolling