+901.8%
WULF vs ALHC
+151.5%
+750.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.9% | -3.8% |
| 7D | +15.6% | -4.1% | +19.7% | +16.1% |
| 30D | +5.7% | -5.4% | +11.2% | +6.3% |
| 3M | -32.3% | -32.1% | -0.2% | -30.5% |
| 6M | +23.7% | -28.5% | +52.2% | +25.3% |
| YTD | +49.1% | -34.0% | +83.1% | +51.8% |
| 1Y | +66.3% | -20.9% | +87.2% | +65.1% |
| All | +901.8% | +151.5% | +750.2% | +530.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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