-36.3%
WULF vs HTZ
-92.6%
+56.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.6% | +9.5% | +9.0% |
| 7D | +13.2% | -16.4% | +29.6% | +17.7% |
| 30D | -10.1% | -15.1% | +5.0% | -7.2% |
| 3M | -27.5% | -28.2% | +0.7% | -23.3% |
| 6M | -47.1% | -73.1% | +26.0% | -31.8% |
| YTD | +7.7% | -68.3% | +76.0% | +31.3% |
| 1Y | -11.2% | -75.2% | +64.0% | +14.7% |
| 3Y | +1,217.0% | -81.1% | +1,298.2% | +1,527.3% |
| 5Y | -57.0% | -95.0% | +38.0% | -24.8% |
| All | -36.3% | -92.6% | +56.3% | +16.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling