+226.2%
WULF vs HIMS
+185.3%
+40.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.8% |
| 7D | +15.6% | -2.7% | +18.3% | +16.5% |
| 30D | +5.7% | -12.2% | +17.9% | +9.1% |
| 3M | -32.3% | -3.7% | -28.6% | -32.3% |
| 6M | +23.7% | +25.9% | -2.2% | +12.0% |
| YTD | +49.1% | -14.1% | +63.2% | +45.5% |
| 1Y | +66.3% | -41.6% | +107.9% | +79.0% |
| 3Y | +851.7% | +327.3% | +524.4% | +388.8% |
| 5Y | -30.9% | +207.9% | -238.9% | -66.7% |
| All | +226.2% | +185.3% | +40.9% | +75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling