-22.1%
WULF vs HIMS
-41.7%
+19.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +3.7% | -10.4% | -7.7% |
| 7D | -12.8% | -9.1% | -3.7% | -10.4% |
| 30D | -20.9% | -10.1% | -10.7% | -18.3% |
| 3M | -38.0% | -17.1% | -20.9% | -35.1% |
| 6M | -47.5% | -2.2% | -45.3% | -47.3% |
| YTD | +1.8% | -17.9% | +19.7% | +29.6% |
| 1Y | -22.1% | -37.7% | +15.6% | +31.5% |
| All | -22.1% | -41.7% | +19.7% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HIMS.
Daily Out/Under-Performance
Portfolio return minus HIMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIMS 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 1y: compounded portfolio wealth divided by compounded HIMS 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…
1y analysis · Full analysis span regression · 6 months rolling