+237.0%
HOOD vs WULF
-5.6%
+242.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +8.2% | -12.1% | -5.5% |
| 7D | +13.4% | +21.9% | -8.6% | +9.1% |
| 30D | +25.8% | +4.6% | +21.2% | +24.2% |
| 3M | +38.0% | -30.9% | +68.9% | +46.0% |
| 6M | +52.2% | +29.9% | +22.3% | +41.2% |
| YTD | +3.7% | +55.4% | -51.7% | -7.6% |
| 1Y | +0.1% | +94.1% | -94.1% | -15.4% |
| 3Y | +992.6% | +892.2% | +100.3% | +512.3% |
| 5Y | +193.0% | -26.7% | +219.7% | +71.2% |
| All | +237.0% | -5.6% | +242.6% | +112.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling