-34.4%
WULF vs HUBS
-56.6%
+22.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -5.4% | -8.5% | -14.7% |
| 7D | -20.9% | -14.4% | -6.5% | -23.1% |
| 30D | -32.7% | -5.6% | -27.1% | -33.3% |
| 3M | -44.2% | -18.1% | -26.1% | -45.0% |
| 6M | -57.1% | -16.7% | -40.4% | -56.0% |
| YTD | -12.3% | -48.9% | +36.7% | -10.6% |
| 1Y | -34.4% | -55.9% | +21.5% | -29.6% |
| All | -34.4% | -56.6% | +22.3% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 HUBS 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