+8.0%
WULF vs HST
+53.2%
-45.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | +11.0% | +3.6% | +7.4% | +7.9% |
| 30D | +9.4% | +11.2% | -1.8% | +2.8% |
| 3M | -22.6% | +13.1% | -35.7% | -28.0% |
| 6M | -45.4% | +23.9% | -69.3% | -54.9% |
| YTD | +9.8% | +52.3% | -42.5% | -16.2% |
| 1Y | +8.0% | +56.7% | -48.6% | -17.2% |
| All | +8.0% | +53.2% | -45.1% | -17.2% |
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