+0.5%
HD vs FWONK
+44.4%
-43.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.3% |
| 7D | -3.9% | -1.5% | -2.3% | -3.6% |
| 30D | -13.1% | -6.8% | -6.3% | -12.1% |
| 3M | -3.4% | +7.7% | -11.1% | -4.7% |
| 6M | -12.6% | +11.0% | -23.5% | -14.3% |
| YTD | -9.2% | -3.1% | -6.1% | -9.2% |
| 1Y | -23.9% | -3.5% | -20.5% | -23.9% |
| All | +0.5% | +44.4% | -43.8% | -4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling