+745.4%
HCA vs FWONK
+276.9%
+468.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +5.4% | +0.1% | +5.3% | +5.4% |
| 30D | +3.0% | -7.7% | +10.7% | +5.5% |
| 3M | +13.0% | +5.7% | +7.3% | +10.7% |
| 6M | -20.3% | +13.5% | -33.7% | -23.8% |
| YTD | -8.2% | -3.0% | -5.3% | -8.1% |
| 1Y | +6.7% | -6.4% | +13.1% | +7.9% |
| 3Y | +60.4% | +43.8% | +16.6% | +37.4% |
| 5Y | +73.4% | +98.6% | -25.1% | +30.3% |
| 10Y | +506.9% | +340.0% | +166.9% | +243.4% |
| All | +745.4% | +276.9% | +468.4% | +351.0% |
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