+321.3%
HIMS vs FWONK
+44.6%
+276.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -3.3% |
| 3M | -4.7% | +5.7% | -10.4% | -9.1% |
| 6M | +6.3% | +13.5% | -7.2% | -4.4% |
| YTD | -15.3% | -3.0% | -12.3% | -14.8% |
| 1Y | -46.9% | -6.4% | -40.4% | -45.1% |
| 3Y | +321.3% | +43.8% | +277.5% | +261.3% |
| All | +321.3% | +44.6% | +276.7% | +261.3% |
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 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