+878.9%
WULF vs HUBB
+46.2%
+832.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +2.0% | +1.6% |
| 7D | +1.4% | -0.1% | +1.5% | +1.7% |
| 30D | -2.6% | -10.0% | +7.3% | +11.2% |
| 3M | -34.0% | -1.6% | -32.4% | -33.5% |
| 6M | +10.0% | -3.1% | +13.1% | +12.1% |
| YTD | +45.7% | +4.6% | +41.1% | +35.8% |
| 1Y | +57.3% | +3.3% | +54.0% | +49.8% |
| 3Y | +878.9% | +46.6% | +832.4% | +667.6% |
| All | +878.9% | +46.2% | +832.8% | +667.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling