+82.7%
WULF vs HRB
+209.1%
-126.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.7% |
| 7D | +1.4% | -8.0% | +9.4% | +1.6% |
| 30D | -2.6% | -16.0% | +13.3% | -2.1% |
| 3M | -34.0% | +26.9% | -60.8% | -34.9% |
| 6M | +10.0% | +51.1% | -41.1% | +6.3% |
| YTD | +45.7% | +7.1% | +38.6% | +45.3% |
| 1Y | +57.3% | -9.6% | +66.9% | +59.6% |
| 3Y | +878.9% | +25.4% | +853.5% | +878.3% |
| 5Y | -28.3% | +114.9% | -143.2% | -28.7% |
| All | +82.7% | +209.1% | -126.5% | +93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 10y: compounded portfolio wealth divided by compounded HRB 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…
10y analysis · Full analysis span regression · 6 months rolling