-30.9%
WULF vs HST
+75.9%
-106.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.0% |
| 7D | +15.6% | -0.3% | +15.9% | +15.9% |
| 30D | +5.7% | -2.8% | +8.5% | +8.1% |
| 3M | -32.3% | -6.5% | -25.8% | -29.4% |
| 6M | +23.7% | +20.7% | +3.0% | +3.6% |
| YTD | +49.1% | +30.5% | +18.6% | +17.4% |
| 1Y | +66.3% | +36.8% | +29.5% | +23.1% |
| 3Y | +851.7% | +65.9% | +785.8% | +528.8% |
| 5Y | -30.9% | +73.9% | -104.8% | -53.9% |
| All | -30.9% | +75.9% | -106.8% | -53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling