+449.3%
WULF vs HBM
+649.7%
-200.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -4.0% |
| 7D | +15.6% | +5.5% | +10.1% | +14.3% |
| 30D | +5.7% | +3.3% | +2.5% | +5.1% |
| 3M | -32.3% | +12.7% | -44.9% | -34.2% |
| 6M | +23.7% | +28.2% | -4.5% | +17.0% |
| YTD | +49.1% | +45.3% | +3.8% | +38.6% |
| 1Y | +66.3% | +121.7% | -55.4% | +42.5% |
| 3Y | +851.7% | +523.5% | +328.1% | +584.4% |
| 5Y | -30.9% | +393.9% | -424.8% | -48.6% |
| 10Y | +86.9% | +647.9% | -561.0% | +26.9% |
| All | +449.3% | +649.7% | -200.4% | +150.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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