+1,265.5%
WULF vs HAS
+1,584.7%
-319.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.7% | +1.3% |
| 7D | +0.2% | +3.3% | -3.0% | -0.2% |
| 30D | -8.8% | +30.5% | -39.3% | -12.3% |
| 3M | -22.5% | +29.9% | -52.4% | -25.5% |
| 6M | -46.3% | +26.5% | -72.9% | -48.3% |
| YTD | +9.3% | +51.9% | -42.6% | +2.5% |
| 1Y | -12.2% | +60.9% | -73.1% | -18.3% |
| 3Y | +1,181.6% | +215.0% | +966.6% | +998.7% |
| 5Y | -55.4% | +51.5% | -106.9% | -59.2% |
| 10Y | +34.1% | +102.2% | -68.2% | +19.5% |
| All | +1,265.5% | +1,584.7% | -319.1% | +1,157.4% |
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