+223.3%
HOOD vs WULF
-11.5%
+234.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.4% | -1.4% |
| 7D | -7.8% | +1.4% | -9.2% | -8.2% |
| 30D | +18.6% | -2.6% | +21.2% | +18.7% |
| 3M | +22.1% | -34.0% | +56.0% | +30.4% |
| 6M | +43.1% | +10.0% | +33.1% | +37.1% |
| YTD | -0.5% | +45.7% | -46.2% | -10.2% |
| 1Y | -4.4% | +57.3% | -61.7% | -15.8% |
| 3Y | +938.5% | +878.9% | +59.5% | +485.5% |
| 5Y | +173.4% | -28.3% | +201.7% | +61.6% |
| All | +223.3% | -11.5% | +234.8% | +106.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling