+34.7%
WULF vs HST
+133.7%
-99.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | +11.0% | +3.6% | +7.4% | +9.4% |
| 30D | +9.4% | +11.2% | -1.8% | +5.0% |
| 3M | -22.6% | +13.1% | -35.7% | -26.3% |
| 6M | -45.4% | +23.9% | -69.3% | -50.3% |
| YTD | +9.8% | +52.3% | -42.5% | -7.8% |
| 1Y | +8.0% | +56.7% | -48.6% | -10.8% |
| 3Y | +1,149.5% | +87.5% | +1,062.0% | +884.5% |
| 5Y | -55.6% | +82.8% | -138.4% | -64.6% |
| All | +34.7% | +133.7% | -99.0% | +11.9% |
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