+204.4%
FHN vs FWONK
+281.7%
-77.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -1.1% |
| 7D | 0.0% | -0.6% | +0.7% | +0.3% |
| 30D | -2.6% | -5.8% | +3.2% | -0.3% |
| 3M | 0.0% | +10.0% | -10.0% | -4.2% |
| 6M | +9.2% | +14.7% | -5.4% | +2.5% |
| YTD | +4.3% | -1.7% | +6.1% | +3.9% |
| 1Y | +10.8% | -4.6% | +15.4% | +11.4% |
| 3Y | +130.7% | +46.7% | +84.1% | +91.2% |
| 5Y | +87.4% | +99.4% | -12.0% | +29.4% |
| 10Y | +126.9% | +345.6% | -218.7% | +11.4% |
| All | +204.4% | +281.7% | -77.3% | +41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling