+23.7%
WULF vs HL
+5.2%
+18.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.9% | -6.0% | -5.0% |
| 7D | +15.6% | +0.4% | +15.2% | +15.3% |
| 30D | +5.7% | +18.8% | -13.1% | -2.9% |
| 3M | -32.3% | +43.7% | -76.0% | -44.8% |
| 6M | +23.7% | -1.0% | +24.7% | +23.2% |
| All | +23.7% | +5.2% | +18.5% | +23.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling