+1,720.0%
WULF vs HUM
+2,312.7%
-592.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.5% | +3.6% |
| 7D | +1.4% | +2.1% | -0.7% | +1.3% |
| 30D | -2.6% | +5.4% | -8.0% | -2.8% |
| 3M | -34.0% | +11.4% | -45.4% | -34.3% |
| 6M | +10.0% | +141.5% | -131.5% | +5.8% |
| YTD | +45.7% | +61.2% | -15.5% | +42.1% |
| 1Y | +57.3% | +49.2% | +8.2% | +53.7% |
| 3Y | +878.9% | -9.0% | +888.0% | +872.6% |
| 5Y | -28.3% | +7.2% | -35.5% | -29.4% |
| 10Y | +82.7% | +152.7% | -70.0% | +73.7% |
| All | +1,720.0% | +2,312.7% | -592.7% | +1,503.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling