-24.7%
WULF vs HUT
+107.4%
-132.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.8% | -5.1% | -2.1% |
| 7D | +1.4% | +5.4% | -4.0% | -2.1% |
| 30D | -2.6% | +8.6% | -11.2% | -7.9% |
| 3M | -34.0% | -15.2% | -18.7% | -27.0% |
| 6M | +10.0% | +92.9% | -82.9% | -32.6% |
| YTD | +45.7% | +114.6% | -68.9% | -17.1% |
| 1Y | +57.3% | +208.5% | -151.2% | -36.2% |
| 3Y | +878.9% | +821.5% | +57.5% | +108.3% |
| All | -24.7% | +107.4% | -132.1% | -79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling