+901.8%
WULF vs HUT
+764.1%
+137.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.6% | -0.5% | -1.3% |
| 7D | +15.6% | +18.9% | -3.3% | +1.3% |
| 30D | +5.7% | +12.0% | -6.2% | -3.2% |
| 3M | -32.3% | -14.9% | -17.4% | -24.6% |
| 6M | +23.7% | +96.8% | -73.1% | -33.3% |
| YTD | +49.1% | +108.8% | -59.7% | -24.4% |
| 1Y | +66.3% | +227.4% | -161.1% | -49.9% |
| All | +901.8% | +764.1% | +137.6% | +22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling