+206.4%
HD vs WULF
+82.7%
+123.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | +0.9% |
| 7D | -3.8% | +1.4% | -5.2% | -3.9% |
| 30D | -9.4% | -2.6% | -6.8% | -9.4% |
| 3M | -4.6% | -34.0% | +29.4% | -3.9% |
| 6M | -10.1% | +10.0% | -20.1% | -10.7% |
| YTD | -8.3% | +45.7% | -54.0% | -9.8% |
| 1Y | -25.0% | +57.3% | -82.4% | -26.6% |
| 3Y | +1.5% | +878.9% | -877.4% | -9.1% |
| 5Y | +5.6% | -28.3% | +33.9% | -5.2% |
| All | +206.4% | +82.7% | +123.7% | +175.7% |
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