+248.6%
HD vs WULF
+34.7%
+213.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.2% |
| 7D | +1.5% | +11.0% | -9.5% | +1.3% |
| 30D | +18.0% | +9.4% | +8.6% | +17.5% |
| 3M | +2.8% | -22.6% | +25.4% | +3.1% |
| 6M | +17.0% | -45.4% | +62.4% | +18.0% |
| YTD | +3.5% | +9.8% | -6.3% | +2.3% |
| 1Y | -2.6% | +8.0% | -10.6% | -3.9% |
| 3Y | +30.7% | +1,149.5% | -1,118.8% | +16.3% |
| 5Y | +6.2% | -55.6% | +61.8% | -4.0% |
| All | +248.6% | +34.7% | +213.9% | +216.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling