+86.1%
WULF vs AHR
+33.1%
+53.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +1.3% |
| 7D | +7.6% | -1.5% | +9.0% | +7.2% |
| 30D | -8.6% | -1.4% | -7.2% | -8.7% |
| 3M | -37.0% | +18.6% | -55.5% | -38.3% |
| 6M | +7.4% | +6.6% | +0.8% | +8.8% |
| YTD | +43.7% | +17.5% | +26.2% | +44.9% |
| 1Y | +86.1% | +30.9% | +55.3% | +86.5% |
| All | +86.1% | +33.1% | +53.1% | +86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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