-22.1%
WULF vs HLT
+46.7%
-68.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +3.5% | -10.1% | -8.6% |
| 7D | -12.8% | +7.7% | -20.5% | -17.0% |
| 30D | -20.9% | +19.1% | -40.0% | -29.4% |
| 3M | -38.0% | +20.7% | -58.7% | -45.5% |
| 6M | -47.5% | +21.0% | -68.5% | -54.4% |
| YTD | +1.8% | +31.3% | -29.4% | -13.0% |
| 1Y | -22.1% | +45.9% | -67.9% | -40.3% |
| All | -22.1% | +46.7% | -68.7% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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