+175.3%
HOOD vs WULF
-35.5%
+210.8%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.8% | +4.1% | -0.5% |
| 7D | -9.1% | -0.6% | -8.6% | -9.2% |
| 30D | +20.1% | -3.6% | +23.7% | +20.5% |
| 3M | +31.2% | -30.4% | +61.6% | +38.9% |
| 6M | +44.3% | +12.5% | +31.8% | +37.6% |
| YTD | +0.2% | +40.5% | -40.3% | -9.1% |
| 1Y | -3.5% | +53.0% | -56.5% | -14.8% |
| 3Y | +955.2% | +796.7% | +158.5% | +496.1% |
| 5Y | +175.3% | -30.9% | +206.2% | +53.9% |
| All | +175.3% | -35.5% | +210.8% | +53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling