-4.6%
HD vs WULF
-22.8%
+18.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -6.6% | +13.2% | +6.5% |
| 7D | +11.9% | -12.8% | +24.7% | +12.0% |
| 30D | +26.4% | -20.9% | +47.3% | +26.5% |
| 3M | +2.8% | -38.0% | +40.8% | +3.2% |
| 6M | +15.5% | -47.5% | +63.0% | +16.0% |
| YTD | +5.5% | +1.8% | +3.7% | +5.9% |
| 1Y | -4.6% | -22.1% | +17.5% | -5.0% |
| All | -4.6% | -22.8% | +18.2% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WULF.
Daily Out/Under-Performance
Portfolio return minus WULF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WULF 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 WULF 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