+4.5%
HD vs FWONK
+97.7%
-93.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -3.8% | +0.1% | -3.9% | -3.9% |
| 30D | -9.4% | -7.7% | -1.7% | -7.8% |
| 3M | -4.6% | +5.7% | -10.3% | -5.9% |
| 6M | -10.1% | +13.5% | -23.5% | -12.8% |
| YTD | -8.3% | -3.0% | -5.4% | -8.2% |
| 1Y | -25.0% | -6.4% | -18.6% | -24.4% |
| 3Y | +1.5% | +43.8% | -42.3% | -8.5% |
| All | +4.5% | +97.7% | -93.2% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling