-11.9%
WULF vs HTZ
-90.6%
+78.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.3% | +1.2% | -2.8% |
| 7D | +15.6% | -10.4% | +26.0% | +18.5% |
| 30D | +5.7% | -2.4% | +8.1% | +4.9% |
| 3M | -32.3% | -60.9% | +28.6% | -19.4% |
| 6M | +23.7% | -50.2% | +73.9% | +37.1% |
| YTD | +49.1% | -59.7% | +108.8% | +73.3% |
| 1Y | +66.3% | -66.0% | +132.3% | +94.1% |
| 3Y | +851.7% | -87.1% | +938.7% | +1,375.3% |
| 5Y | -30.9% | -86.9% | +55.9% | +19.3% |
| All | -11.9% | -90.6% | +78.7% | +53.6% |
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