+86.1%
WULF vs HL
+134.7%
-48.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +2.6% |
| 7D | +7.6% | +1.5% | +6.1% | +6.9% |
| 30D | -8.6% | +25.1% | -33.7% | -15.6% |
| 3M | -37.0% | +22.9% | -59.9% | -41.9% |
| 6M | +7.4% | -4.9% | +12.3% | +5.4% |
| YTD | +43.7% | +7.8% | +35.9% | +38.1% |
| 1Y | +86.1% | +133.9% | -47.8% | +86.6% |
| All | +86.1% | +134.7% | -48.5% | +86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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