-30.9%
WULF vs HAS
+10.8%
-41.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.2% |
| 7D | +15.6% | -4.8% | +20.4% | +18.9% |
| 30D | +5.7% | -5.1% | +10.9% | +8.8% |
| 3M | -32.3% | +6.4% | -38.7% | -35.6% |
| 6M | +23.7% | -5.6% | +29.3% | +25.9% |
| YTD | +49.1% | +11.0% | +38.1% | +36.3% |
| 1Y | +66.3% | +16.8% | +49.5% | +46.6% |
| 3Y | +851.7% | +44.0% | +807.6% | +595.0% |
| 5Y | -30.9% | +11.0% | -41.9% | -36.7% |
| All | -30.9% | +10.8% | -41.7% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling