-30.9%
WULF vs FHN
+87.6%
-118.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.7% | -6.5% | -6.2% |
| 7D | -0.6% | -0.8% | +0.2% | -0.2% |
| 30D | -3.6% | -2.6% | -1.0% | -2.3% |
| 3M | -30.4% | +0.8% | -31.2% | -31.1% |
| 6M | +12.5% | +9.2% | +3.2% | +6.9% |
| YTD | +40.5% | +5.1% | +35.4% | +36.4% |
| 1Y | +53.0% | +12.2% | +40.8% | +43.3% |
| 3Y | +796.7% | +132.4% | +664.3% | +582.3% |
| 5Y | -30.9% | +91.1% | -122.0% | -42.9% |
| All | -30.9% | +87.6% | -118.5% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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