-24.7%
WULF vs HL
+235.2%
-260.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.9% | +4.2% |
| 7D | +1.4% | -4.4% | +5.7% | +3.1% |
| 30D | -2.6% | +9.3% | -11.9% | -6.2% |
| 3M | -34.0% | +32.0% | -65.9% | -41.5% |
| 6M | +10.0% | -6.4% | +16.4% | +10.7% |
| YTD | +45.7% | +3.1% | +42.6% | +38.2% |
| 1Y | +57.3% | +77.6% | -20.2% | +16.9% |
| 3Y | +878.9% | +392.8% | +486.1% | +314.8% |
| All | -24.7% | +235.2% | -260.0% | -67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling