+2.1%
HD vs WULF
+851.7%
-849.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.9% |
| 7D | -1.8% | +15.6% | -17.4% | -2.2% |
| 30D | -10.8% | +5.7% | -16.6% | -11.1% |
| 3M | -2.7% | -32.3% | +29.6% | -1.9% |
| 6M | -10.3% | +23.7% | -34.0% | -11.3% |
| YTD | -7.8% | +49.1% | -56.9% | -9.6% |
| 1Y | -23.1% | +66.3% | -89.4% | -25.2% |
| All | +2.1% | +851.7% | -849.6% | -14.2% |
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