+972.6%
WULF vs HTZ
-82.6%
+1,055.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -8.4% | +21.2% | +14.2% |
| 7D | -3.1% | -14.6% | +11.5% | -0.6% |
| 30D | -21.0% | -20.8% | -0.3% | -18.2% |
| 3M | -35.5% | -18.8% | -16.7% | -34.2% |
| 6M | -55.8% | -74.7% | +18.9% | -46.3% |
| YTD | -1.0% | -68.1% | +67.0% | +14.8% |
| 1Y | -20.4% | -73.5% | +53.1% | -5.2% |
| 3Y | +972.6% | -81.8% | +1,054.5% | +1,751.2% |
| All | +972.6% | -82.6% | +1,055.2% | +1,751.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling