+86.1%
WULF vs HUM
+31.0%
+55.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +3.0% | +1.6% |
| 7D | +7.6% | +4.2% | +3.4% | +7.9% |
| 30D | -8.6% | +10.4% | -19.0% | -7.8% |
| 3M | -37.0% | +15.1% | -52.0% | -35.5% |
| 6M | +7.4% | +120.9% | -113.5% | +21.5% |
| YTD | +43.7% | +57.9% | -14.2% | +50.0% |
| 1Y | +86.1% | +30.6% | +55.6% | +78.4% |
| All | +86.1% | +31.0% | +55.1% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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