+945.5%
HOOD vs WULF
+796.7%
+148.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.8% | +4.1% | -0.2% |
| 7D | -9.1% | -0.6% | -8.6% | -9.2% |
| 30D | +20.1% | -3.6% | +23.7% | +20.6% |
| 3M | +31.2% | -30.4% | +61.6% | +41.3% |
| 6M | +44.3% | +12.5% | +31.8% | +34.7% |
| YTD | +0.2% | +40.5% | -40.3% | -12.7% |
| 1Y | -3.5% | +53.0% | -56.5% | -19.0% |
| All | +945.5% | +796.7% | +148.8% | +340.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling