+892.2%
WULF vs HAS
+45.6%
+846.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -2.4% | +10.6% | +9.6% |
| 7D | +21.9% | -3.1% | +25.0% | +24.1% |
| 30D | +4.6% | -2.7% | +7.3% | +6.0% |
| 3M | -30.9% | +8.9% | -39.9% | -35.5% |
| 6M | +29.9% | -2.9% | +32.8% | +29.9% |
| YTD | +55.4% | +12.6% | +42.8% | +39.6% |
| 1Y | +94.1% | +17.5% | +76.7% | +68.5% |
| 3Y | +892.2% | +46.2% | +846.0% | +555.2% |
| All | +892.2% | +45.6% | +846.6% | +555.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling