+94.1%
WULF vs HTZ
-59.8%
+154.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -5.0% | +13.2% | +8.8% |
| 7D | +21.9% | -2.5% | +24.4% | +22.1% |
| 30D | +4.6% | -3.7% | +8.3% | +4.6% |
| 3M | -30.9% | -57.0% | +26.1% | -23.2% |
| 6M | +29.9% | -47.0% | +76.9% | +46.7% |
| YTD | +55.4% | -57.5% | +112.9% | +75.0% |
| 1Y | +94.1% | -63.5% | +157.6% | +124.2% |
| All | +94.1% | -59.8% | +154.0% | +124.2% |
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