+843.9%
WULF vs HAL
-7.2%
+851.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.9% | -2.9% | -4.4% |
| 7D | -0.6% | -3.3% | +2.7% | +1.1% |
| 30D | -3.6% | +7.2% | -10.9% | -7.1% |
| 3M | -30.4% | -8.8% | -21.6% | -27.7% |
| 6M | +12.5% | +3.0% | +9.5% | +7.5% |
| YTD | +40.5% | +29.4% | +11.1% | +18.0% |
| 1Y | +53.0% | +62.8% | -9.8% | +8.0% |
| All | +843.9% | -7.2% | +851.1% | +717.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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