+901.8%
WULF vs HST
+65.3%
+836.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -3.9% |
| 7D | +15.6% | -0.3% | +15.9% | +15.9% |
| 30D | +5.7% | -2.8% | +8.5% | +8.7% |
| 3M | -32.3% | -6.5% | -25.8% | -28.9% |
| 6M | +23.7% | +20.7% | +3.0% | -3.0% |
| YTD | +49.1% | +30.5% | +18.6% | +7.5% |
| 1Y | +66.3% | +36.8% | +29.5% | +10.0% |
| All | +901.8% | +65.3% | +836.5% | +398.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling