+86.1%
WULF vs HAS
+20.3%
+65.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | +7.6% | -1.8% | +9.4% | +8.2% |
| 30D | -8.6% | +2.3% | -10.9% | -9.5% |
| 3M | -37.0% | +10.4% | -47.3% | -39.9% |
| 6M | +7.4% | -3.2% | +10.7% | +7.6% |
| YTD | +43.7% | +15.4% | +28.3% | +35.3% |
| 1Y | +86.1% | +18.8% | +67.3% | +76.8% |
| All | +86.1% | +20.3% | +65.8% | +76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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