-41.5%
WULF vs HTZ
-92.5%
+51.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -8.4% | +21.2% | +14.8% |
| 7D | -3.1% | -14.6% | +11.5% | +0.3% |
| 30D | -21.0% | -20.8% | -0.3% | -17.1% |
| 3M | -35.5% | -18.8% | -16.7% | -33.9% |
| 6M | -55.8% | -74.7% | +18.9% | -42.1% |
| YTD | -1.0% | -68.1% | +67.0% | +20.4% |
| 1Y | -20.4% | -73.5% | +53.1% | +1.0% |
| 3Y | +972.6% | -81.8% | +1,054.5% | +1,250.4% |
| 5Y | -54.5% | -95.2% | +40.8% | -20.8% |
| All | -41.5% | -92.5% | +51.0% | +6.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling