+1,762.4%
WULF vs HAL
+823.3%
+939.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.2% |
| 7D | +15.6% | -1.3% | +16.9% | +15.8% |
| 30D | +5.7% | +10.9% | -5.1% | +4.2% |
| 3M | -32.3% | -5.8% | -26.4% | -31.9% |
| 6M | +23.7% | +8.1% | +15.6% | +21.7% |
| YTD | +49.1% | +33.2% | +15.9% | +42.7% |
| 1Y | +66.3% | +74.2% | -7.9% | +52.6% |
| 3Y | +851.7% | -3.7% | +855.4% | +843.1% |
| 5Y | -30.9% | +111.9% | -142.8% | -37.0% |
| 10Y | +86.9% | +7.4% | +79.5% | +73.8% |
| All | +1,762.4% | +823.3% | +939.1% | +1,284.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling