-32.8%
HAL vs FWONK
+281.7%
-314.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.1% | +0.1% |
| 7D | -1.3% | -0.6% | -0.7% | -1.1% |
| 30D | +10.9% | -5.8% | +16.7% | +13.5% |
| 3M | -5.8% | +10.0% | -15.9% | -10.2% |
| 6M | +8.1% | +14.7% | -6.6% | +0.3% |
| YTD | +33.2% | -1.7% | +34.9% | +31.9% |
| 1Y | +74.2% | -4.6% | +78.8% | +74.1% |
| 3Y | -3.7% | +46.7% | -50.4% | -23.1% |
| 5Y | +111.9% | +99.4% | +12.5% | +41.3% |
| 10Y | +7.4% | +345.6% | -338.2% | -48.5% |
| All | -32.8% | +281.7% | -314.5% | -70.4% |
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