+180.7%
HIMS vs FWONK
+132.6%
+48.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | -8.2% | -7.7% | -0.5% | -5.6% |
| 3M | -4.7% | +5.7% | -10.4% | -6.8% |
| 6M | +6.3% | +13.5% | -7.2% | +1.1% |
| YTD | -15.3% | -3.0% | -12.3% | -15.1% |
| 1Y | -46.9% | -6.4% | -40.4% | -46.1% |
| 3Y | +321.3% | +43.8% | +277.5% | +281.8% |
| 5Y | +215.8% | +98.6% | +117.3% | +173.4% |
| All | +180.7% | +132.6% | +48.1% | +136.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling