-22.1%
WULF vs HTZ
-60.6%
+38.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +9.2% | -15.8% | -8.4% |
| 7D | -12.8% | +18.9% | -31.8% | -15.9% |
| 30D | -20.9% | +26.3% | -47.1% | -25.0% |
| 3M | -38.0% | +49.7% | -87.7% | -45.2% |
| 6M | -47.5% | -61.1% | +13.6% | -33.8% |
| YTD | +1.8% | -56.0% | +57.9% | +20.8% |
| 1Y | -22.1% | -66.4% | +44.4% | -1.2% |
| All | -22.1% | -60.6% | +38.6% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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