+86.1%
WULF vs HBAN
-0.5%
+86.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +7.6% | +0.7% | +6.9% | +7.2% |
| 30D | -8.6% | -3.2% | -5.4% | -6.8% |
| 3M | -37.0% | +4.0% | -40.9% | -39.3% |
| 6M | +7.4% | +3.1% | +4.3% | +3.3% |
| YTD | +43.7% | 0.0% | +43.6% | +36.7% |
| 1Y | +86.1% | -1.2% | +87.3% | +61.4% |
| All | +86.1% | -0.5% | +86.6% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBAN.
Daily Out/Under-Performance
Portfolio return minus HBAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBAN 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 HBAN 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