+6.2%
HD vs WULF
-29.7%
+35.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.9% |
| 7D | -1.8% | +15.6% | -17.4% | -2.3% |
| 30D | -10.8% | +5.7% | -16.6% | -11.1% |
| 3M | -2.7% | -32.3% | +29.6% | -1.8% |
| 6M | -10.3% | +23.7% | -34.0% | -11.4% |
| YTD | -7.8% | +49.1% | -56.9% | -9.8% |
| 1Y | -23.1% | +66.3% | -89.4% | -25.3% |
| 3Y | +2.0% | +851.7% | -849.7% | -11.9% |
| 5Y | +6.2% | -30.9% | +37.1% | -3.8% |
| All | +6.2% | -29.7% | +35.9% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling