-24.7%
WULF vs HUBB
+157.3%
-182.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +2.0% | +1.9% |
| 7D | +1.4% | -0.1% | +1.5% | +1.6% |
| 30D | -2.6% | -10.0% | +7.3% | +9.0% |
| 3M | -34.0% | -1.6% | -32.4% | -33.2% |
| 6M | +10.0% | -3.1% | +13.1% | +12.9% |
| YTD | +45.7% | +4.6% | +41.1% | +39.6% |
| 1Y | +57.3% | +3.3% | +54.0% | +53.7% |
| 3Y | +878.9% | +46.6% | +832.4% | +664.6% |
| All | -24.7% | +157.3% | -182.1% | -57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling