+1,841.8%
WULF vs FHN
+585.2%
+1,256.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.1% | +9.3% | +8.3% |
| 7D | +21.9% | +2.7% | +19.2% | +21.6% |
| 30D | +4.6% | -3.1% | +7.7% | +4.9% |
| 3M | -30.9% | +2.3% | -33.3% | -31.2% |
| 6M | +29.9% | +9.7% | +20.2% | +28.6% |
| YTD | +55.4% | +4.7% | +50.7% | +54.7% |
| 1Y | +94.1% | +13.8% | +80.4% | +91.7% |
| 3Y | +892.2% | +131.6% | +760.7% | +838.9% |
| 5Y | -26.7% | +91.1% | -117.9% | -30.4% |
| 10Y | +94.0% | +126.6% | -32.7% | +81.7% |
| All | +1,841.8% | +585.2% | +1,256.5% | +1,414.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling