+1,149.5%
WULF vs HTZ
-82.4%
+1,231.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.6% | -2.8% |
| 7D | +11.0% | -8.5% | +19.5% | +12.6% |
| 30D | +9.4% | -18.9% | +28.3% | +12.7% |
| 3M | -22.6% | -36.0% | +13.4% | -17.5% |
| 6M | -45.4% | -74.6% | +29.2% | -33.8% |
| YTD | +9.8% | -70.8% | +80.7% | +29.3% |
| 1Y | +8.0% | -75.3% | +83.3% | +30.3% |
| 3Y | +1,149.5% | -81.6% | +1,231.1% | +1,882.6% |
| All | +1,149.5% | -82.4% | +1,231.9% | +1,882.6% |
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 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