-22.1%
WULF vs AHR
+26.3%
-48.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +2.6% | -9.2% | -5.9% |
| 7D | -12.8% | +9.5% | -22.3% | -10.4% |
| 30D | -20.9% | +11.7% | -32.6% | -18.3% |
| 3M | -38.0% | +4.0% | -42.0% | -36.9% |
| 6M | -47.5% | +13.5% | -61.0% | -46.7% |
| YTD | +1.8% | +21.6% | -19.8% | +3.5% |
| 1Y | -22.1% | +25.1% | -47.2% | -24.8% |
| All | -22.1% | +26.3% | -48.4% | -24.8% |
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