+876.3%
HALO vs FWONK
+340.2%
+536.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -2.7% | +0.1% | -2.8% | -2.8% |
| 30D | +5.3% | -7.7% | +13.1% | +7.7% |
| 3M | +51.6% | +5.7% | +45.8% | +49.2% |
| 6M | +61.3% | +13.5% | +47.8% | +55.0% |
| YTD | +59.3% | -3.0% | +62.3% | +59.6% |
| 1Y | +38.3% | -6.4% | +44.7% | +39.7% |
| 3Y | +185.9% | +43.8% | +142.0% | +150.0% |
| 5Y | +159.9% | +98.6% | +61.4% | +101.6% |
| All | +876.3% | +340.2% | +536.1% | +504.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling