-34.4%
WULF vs HALO
+80.0%
-114.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -5.7% | -8.2% | -12.9% |
| 7D | -20.9% | -6.3% | -14.7% | -20.0% |
| 30D | -32.7% | +12.1% | -44.7% | -33.0% |
| 3M | -44.2% | +47.1% | -91.3% | -46.3% |
| 6M | -57.1% | +86.7% | -143.8% | -62.1% |
| YTD | -12.3% | +82.7% | -95.0% | -19.6% |
| 1Y | -34.4% | +80.0% | -114.4% | -37.9% |
| All | -34.4% | +80.0% | -114.4% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 1y: compounded portfolio wealth divided by compounded HALO 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…
1y analysis · Full analysis span regression · 6 months rolling