+76.1%
WULF vs HAS
+59.3%
+16.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.3% | -7.1% | -6.3% |
| 7D | -0.6% | -3.1% | +2.5% | +0.5% |
| 30D | -3.6% | -6.4% | +2.8% | -1.5% |
| 3M | -30.4% | +10.4% | -40.8% | -33.4% |
| 6M | +12.5% | -3.7% | +16.1% | +13.0% |
| YTD | +40.5% | +12.5% | +28.0% | +33.2% |
| 1Y | +53.0% | +19.8% | +33.1% | +41.5% |
| 3Y | +796.7% | +46.0% | +750.7% | +657.7% |
| 5Y | -30.9% | +12.5% | -43.4% | -39.1% |
| All | +76.1% | +59.3% | +16.8% | +47.9% |
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