+57.3%
WULF vs HST
+36.5%
+20.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.3% | +3.5% |
| 7D | +1.4% | +0.9% | +0.5% | +1.0% |
| 30D | -2.6% | -2.5% | -0.2% | -1.7% |
| 3M | -34.0% | -5.1% | -28.8% | -33.6% |
| 6M | +10.0% | +21.6% | -11.6% | -3.0% |
| YTD | +45.7% | +31.6% | +14.1% | +32.9% |
| 1Y | +57.3% | +36.1% | +21.2% | +39.2% |
| All | +57.3% | +36.5% | +20.8% | +39.2% |
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