-25.0%
HD vs WULF
+60.2%
-85.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | +1.0% |
| 7D | -3.8% | +1.4% | -5.2% | -3.8% |
| 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% | -8.6% |
| 1Y | -25.0% | +57.3% | -82.4% | -23.4% |
| All | -25.0% | +60.2% | -85.2% | -23.4% |
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