+878.9%
WULF vs HRB
+25.9%
+853.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.7% |
| 7D | +1.4% | -8.0% | +9.4% | +1.4% |
| 30D | -2.6% | -16.0% | +13.3% | -2.4% |
| 3M | -34.0% | +26.9% | -60.8% | -35.7% |
| 6M | +10.0% | +51.1% | -41.1% | +1.9% |
| YTD | +45.7% | +7.1% | +38.6% | +54.5% |
| 1Y | +57.3% | -9.6% | +66.9% | +81.0% |
| 3Y | +878.9% | +25.4% | +853.5% | +802.3% |
| All | +878.9% | +25.9% | +853.1% | +802.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling