+85.8%
FHN vs FWONK
+97.7%
-11.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | -4.8% | -7.7% | +2.9% | -3.1% |
| 3M | -0.7% | +5.7% | -6.4% | -2.2% |
| 6M | +10.6% | +13.5% | -2.8% | +7.0% |
| YTD | +4.6% | -3.0% | +7.6% | +4.8% |
| 1Y | +11.4% | -6.4% | +17.8% | +12.6% |
| 3Y | +132.3% | +43.8% | +88.4% | +118.0% |
| All | +85.8% | +97.7% | -11.9% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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