-15.1%
WULF vs HTZ
-89.5%
+74.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.4% |
| 7D | +7.6% | +7.5% | +0.1% | +5.6% |
| 30D | -8.6% | +47.4% | -56.1% | -19.2% |
| 3M | -37.0% | -54.9% | +17.9% | -27.5% |
| 6M | +7.4% | -47.0% | +54.4% | +17.6% |
| YTD | +43.7% | -55.3% | +98.9% | +63.1% |
| 1Y | +86.1% | -57.6% | +143.8% | +105.1% |
| 3Y | +733.8% | -86.6% | +820.4% | +1,201.2% |
| 5Y | -33.6% | -86.1% | +52.5% | +11.6% |
| All | -15.1% | -89.5% | +74.5% | +44.5% |
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