+1,695.0%
WULF vs HAS
+1,179.6%
+515.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | +7.6% | -1.8% | +9.4% | +7.8% |
| 30D | -8.6% | +2.3% | -10.9% | -9.0% |
| 3M | -37.0% | +10.4% | -47.3% | -38.0% |
| 6M | +7.4% | -3.2% | +10.7% | +7.7% |
| YTD | +43.7% | +15.4% | +28.3% | +40.4% |
| 1Y | +86.1% | +18.8% | +67.3% | +81.1% |
| 3Y | +733.8% | +43.9% | +689.9% | +685.9% |
| 5Y | -33.6% | +13.9% | -47.5% | -36.6% |
| 10Y | +76.1% | +56.4% | +19.6% | +63.5% |
| All | +1,695.0% | +1,179.6% | +515.4% | +1,623.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling