-24.7%
WULF vs HALO
+158.6%
-183.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.7% |
| 7D | +1.4% | -2.7% | +4.1% | +2.1% |
| 30D | -2.6% | +5.3% | -7.9% | -4.1% |
| 3M | -34.0% | +51.6% | -85.5% | -42.2% |
| 6M | +10.0% | +61.3% | -51.3% | -5.6% |
| YTD | +45.7% | +59.3% | -13.6% | +25.4% |
| 1Y | +57.3% | +38.3% | +19.1% | +40.6% |
| 3Y | +878.9% | +185.9% | +693.1% | +556.0% |
| All | -24.7% | +158.6% | -183.4% | -45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling