+1,720.0%
WULF vs HBAN
+376.6%
+1,343.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.6% |
| 7D | +1.4% | -1.0% | +2.4% | +1.5% |
| 30D | -2.6% | -5.6% | +3.0% | -2.1% |
| 3M | -34.0% | -1.1% | -32.8% | -33.9% |
| 6M | +10.0% | +9.9% | +0.1% | +9.0% |
| YTD | +45.7% | -0.9% | +46.6% | +45.7% |
| 1Y | +57.3% | -1.4% | +58.7% | +57.5% |
| 3Y | +878.9% | +78.2% | +800.7% | +849.4% |
| 5Y | -28.3% | +37.0% | -65.3% | -29.5% |
| 10Y | +82.7% | +158.9% | -76.2% | +75.5% |
| All | +1,720.0% | +376.6% | +1,343.4% | +1,614.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling