+418.8%
HD vs FWONK
+274.4%
+144.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.1% |
| 7D | -1.2% | -2.1% | +0.9% | -0.7% |
| 30D | -11.1% | -7.7% | -3.5% | -9.3% |
| 3M | +2.0% | +9.3% | -7.3% | -0.4% |
| 6M | -10.5% | +13.3% | -23.8% | -13.6% |
| YTD | -6.9% | -3.6% | -3.2% | -6.5% |
| 1Y | -23.2% | -6.8% | -16.4% | -22.3% |
| 3Y | +3.1% | +43.9% | -40.8% | -8.5% |
| 5Y | +7.4% | +94.4% | -87.0% | -13.5% |
| 10Y | +205.0% | +353.8% | -148.8% | +92.6% |
| All | +418.8% | +274.4% | +144.4% | +211.3% |
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 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