+30.7%
HD vs WULF
+1,201.0%
-1,170.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +17.6% |
| 3M | +2.8% | -22.6% | +25.4% | +3.1% |
| 6M | +17.0% | -45.4% | +62.4% | +18.1% |
| YTD | +3.5% | +9.8% | -6.3% | +2.3% |
| 1Y | -2.6% | +8.0% | -10.6% | -3.8% |
| 3Y | +30.7% | +1,149.5% | -1,118.8% | +15.9% |
| All | +30.7% | +1,201.0% | -1,170.3% | +15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling