+168.8%
HBM vs FWONK
+276.9%
-108.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.6% |
| 7D | -3.3% | +0.1% | -3.4% | -3.3% |
| 30D | -4.8% | -7.7% | +2.9% | -1.2% |
| 3M | -0.4% | +5.7% | -6.1% | -3.6% |
| 6M | +17.9% | +13.5% | +4.4% | +10.3% |
| YTD | +33.7% | -3.0% | +36.7% | +34.1% |
| 1Y | +95.6% | -6.4% | +102.0% | +99.0% |
| 3Y | +458.1% | +43.8% | +414.3% | +352.8% |
| 5Y | +329.0% | +98.6% | +230.4% | +199.9% |
| 10Y | +588.2% | +340.0% | +248.2% | +243.6% |
| All | +168.8% | +276.9% | -108.2% | +25.2% |
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