+878.9%
WULF vs HL
+391.6%
+487.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.9% | +4.1% |
| 7D | +1.4% | -4.4% | +5.7% | +2.9% |
| 30D | -2.6% | +9.3% | -11.9% | -5.7% |
| 3M | -34.0% | +32.0% | -65.9% | -40.5% |
| 6M | +10.0% | -6.4% | +16.4% | +10.3% |
| YTD | +45.7% | +3.1% | +42.6% | +39.8% |
| 1Y | +57.3% | +77.6% | -20.2% | +24.3% |
| 3Y | +878.9% | +392.8% | +486.1% | +372.7% |
| All | +878.9% | +391.6% | +487.3% | +372.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling