+86.1%
WULF vs HUBB
+8.5%
+77.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | +7.6% | +0.5% | +7.0% | +7.1% |
| 30D | -8.6% | -10.0% | +1.4% | +3.1% |
| 3M | -37.0% | -4.8% | -32.2% | -34.4% |
| 6M | +7.4% | -5.6% | +13.0% | +9.7% |
| YTD | +43.7% | +4.7% | +39.0% | +30.0% |
| 1Y | +86.1% | +6.7% | +79.5% | +66.4% |
| All | +86.1% | +8.5% | +77.7% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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