-37.7%
HIMS vs FWONK
+0.2%
-37.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.5% | +0.2% | +2.7% |
| 7D | -9.1% | +8.9% | -18.0% | -11.4% |
| 30D | -10.1% | +4.1% | -14.3% | -11.4% |
| 3M | -17.1% | +2.6% | -19.7% | -17.9% |
| 6M | -2.2% | +12.2% | -14.4% | -5.8% |
| YTD | -17.9% | +0.4% | -18.3% | -18.0% |
| 1Y | -37.7% | -1.8% | -35.9% | -37.0% |
| All | -37.7% | +0.2% | -37.9% | -37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling