+76.1%
WULF vs HST
+109.4%
-33.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.5% | -6.2% | -6.0% |
| 7D | -0.6% | +0.7% | -1.2% | -0.8% |
| 30D | -3.6% | -0.7% | -3.0% | -3.4% |
| 3M | -30.4% | -4.0% | -26.4% | -29.6% |
| 6M | +12.5% | +20.7% | -8.2% | +3.4% |
| YTD | +40.5% | +31.0% | +9.4% | +25.3% |
| 1Y | +53.0% | +36.2% | +16.8% | +33.1% |
| 3Y | +796.7% | +66.6% | +730.0% | +646.7% |
| 5Y | -30.9% | +75.8% | -106.7% | -42.5% |
| All | +76.1% | +109.4% | -33.3% | +43.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling