-4.4%
HOOD vs WULF
+60.2%
-64.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.4% | -1.9% |
| 7D | -7.8% | +1.4% | -9.2% | -8.5% |
| 30D | +18.6% | -2.6% | +21.2% | +18.6% |
| 3M | +22.1% | -34.0% | +56.0% | +37.0% |
| 6M | +43.1% | +10.0% | +33.1% | +29.2% |
| YTD | -0.5% | +45.7% | -46.2% | -20.5% |
| 1Y | -4.4% | +57.3% | -61.7% | -27.1% |
| All | -4.4% | +60.2% | -64.6% | -27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling