+82.7%
WULF vs HLT
+590.2%
-507.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +1.4% | -1.6% | +3.0% | +2.1% |
| 30D | -2.6% | -5.0% | +2.4% | -0.2% |
| 3M | -34.0% | -10.4% | -23.6% | -30.5% |
| 6M | +10.0% | +3.2% | +6.7% | +8.3% |
| YTD | +45.7% | +6.7% | +38.9% | +41.1% |
| 1Y | +57.3% | +10.3% | +47.1% | +49.0% |
| 3Y | +878.9% | +99.3% | +779.6% | +649.6% |
| 5Y | -28.3% | +143.7% | -172.0% | -47.6% |
| All | +82.7% | +590.2% | -507.5% | +24.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling