+5,997.3%
HD vs WULF
+1,695.0%
+4,302.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.9% |
| 7D | -2.1% | +7.6% | -9.6% | -2.2% |
| 30D | -8.4% | -8.6% | +0.2% | -8.3% |
| 3M | +4.3% | -37.0% | +41.3% | +5.2% |
| 6M | -11.1% | +7.4% | -18.5% | -11.7% |
| YTD | -4.7% | +43.7% | -48.4% | -6.1% |
| 1Y | -19.8% | +86.1% | -105.9% | -21.8% |
| 3Y | +4.1% | +733.8% | -729.7% | -5.5% |
| 5Y | +10.3% | -33.6% | +43.9% | +1.3% |
| 10Y | +203.2% | +76.1% | +127.1% | +167.2% |
| All | +5,997.3% | +1,695.0% | +4,302.3% | +5,239.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling