+1,762.4%
WULF vs HRB
+1,058.1%
+704.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -4.0% |
| 7D | +15.6% | -10.6% | +26.2% | +16.3% |
| 30D | +5.7% | -0.8% | +6.6% | +5.7% |
| 3M | -32.3% | +19.1% | -51.3% | -33.3% |
| 6M | +23.7% | +48.7% | -25.0% | +19.2% |
| YTD | +49.1% | +7.1% | +42.0% | +47.2% |
| 1Y | +66.3% | -8.3% | +74.6% | +66.1% |
| 3Y | +851.7% | +25.8% | +825.8% | +831.8% |
| 5Y | -30.9% | +111.1% | -142.0% | -34.6% |
| 10Y | +86.9% | +206.6% | -119.7% | +69.8% |
| All | +1,762.4% | +1,058.1% | +704.3% | +1,525.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling