+34.7%
WULF vs HAS
+97.5%
-62.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.5% | -2.9% |
| 7D | +11.0% | +1.4% | +9.6% | +10.6% |
| 30D | +9.4% | +26.3% | -16.9% | +0.2% |
| 3M | -22.6% | +25.6% | -48.2% | -29.1% |
| 6M | -45.4% | +30.3% | -75.7% | -51.1% |
| YTD | +9.8% | +50.4% | -40.5% | -6.8% |
| 1Y | +8.0% | +57.7% | -49.7% | -9.9% |
| 3Y | +1,149.5% | +213.4% | +936.1% | +723.7% |
| 5Y | -55.6% | +49.1% | -104.7% | -64.9% |
| All | +34.7% | +97.5% | -62.9% | +5.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling