+82.7%
WULF vs HUBS
+323.9%
-241.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.5% |
| 7D | +1.4% | -9.0% | +10.4% | +4.2% |
| 30D | -2.6% | +7.2% | -9.9% | -5.9% |
| 3M | -34.0% | +20.9% | -54.8% | -41.1% |
| 6M | +10.0% | -13.0% | +23.0% | +4.6% |
| YTD | +45.7% | -43.8% | +89.5% | +58.8% |
| 1Y | +57.3% | -54.6% | +112.0% | +84.0% |
| 3Y | +878.9% | -58.5% | +937.4% | +1,121.2% |
| 5Y | -28.3% | -66.4% | +38.1% | -15.9% |
| All | +82.7% | +323.9% | -241.2% | +99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling