-22.1%
WULF vs HUT
-2.9%
-19.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -23.2% | +16.6% | +8.9% |
| 7D | -12.8% | -29.5% | +16.7% | +7.8% |
| 30D | -20.9% | -45.2% | +24.3% | +15.8% |
| 3M | -38.0% | -51.6% | +13.6% | -1.9% |
| 6M | -47.5% | -37.3% | -10.2% | -32.2% |
| YTD | +1.8% | +6.5% | -4.7% | -7.9% |
| 1Y | -22.1% | +1.7% | -23.8% | -28.1% |
| All | -22.1% | -2.9% | -19.2% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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