+57.3%
WULF vs HLT
+12.2%
+45.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +1.4% | -1.6% | +3.0% | +2.2% |
| 30D | -2.6% | -5.0% | +2.4% | +0.1% |
| 3M | -34.0% | -10.4% | -23.6% | -29.5% |
| 6M | +10.0% | +3.2% | +6.7% | +7.7% |
| YTD | +45.7% | +6.7% | +38.9% | +44.8% |
| 1Y | +57.3% | +10.3% | +47.1% | +59.1% |
| All | +57.3% | +12.2% | +45.2% | +59.1% |
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