+1,695.0%
WULF vs HST
+707.8%
+987.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.5% | +1.7% |
| 7D | +7.6% | -1.0% | +8.6% | +7.7% |
| 30D | -8.6% | -12.3% | +3.6% | -6.9% |
| 3M | -37.0% | -6.4% | -30.6% | -36.5% |
| 6M | +7.4% | +15.0% | -7.6% | +5.2% |
| YTD | +43.7% | +30.5% | +13.2% | +38.4% |
| 1Y | +86.1% | +35.7% | +50.5% | +77.7% |
| 3Y | +733.8% | +68.4% | +665.5% | +684.6% |
| 5Y | -33.6% | +73.1% | -106.7% | -37.4% |
| 10Y | +76.1% | +92.7% | -16.7% | +61.4% |
| All | +1,695.0% | +707.8% | +987.2% | +1,434.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling