+86.1%
WULF vs HTZ
-58.1%
+144.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.6% |
| 7D | +7.6% | +7.5% | +0.1% | +6.6% |
| 30D | -8.6% | +47.4% | -56.1% | -14.0% |
| 3M | -37.0% | -54.9% | +17.9% | -30.4% |
| 6M | +7.4% | -47.0% | +54.4% | +20.5% |
| YTD | +43.7% | -55.3% | +98.9% | +60.7% |
| 1Y | +86.1% | -57.6% | +143.8% | +113.8% |
| All | +86.1% | -58.1% | +144.2% | +113.8% |
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