+86.1%
WULF vs HIMS
-37.8%
+123.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | +7.6% | -3.9% | +11.5% | +8.4% |
| 30D | -8.6% | -12.4% | +3.8% | -6.4% |
| 3M | -37.0% | -1.1% | -35.9% | -36.9% |
| 6M | +7.4% | +68.4% | -61.0% | -0.5% |
| YTD | +43.7% | -14.7% | +58.3% | +52.4% |
| 1Y | +86.1% | -42.4% | +128.5% | +118.9% |
| All | +86.1% | -37.8% | +123.9% | +118.9% |
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