+180.0%
HIMS vs FWONK
+132.2%
+47.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.2% |
| 7D | -1.4% | -1.5% | +0.2% | -0.8% |
| 30D | -10.1% | -6.8% | -3.3% | -7.8% |
| 3M | -1.2% | +7.7% | -8.9% | -4.0% |
| 6M | +16.9% | +11.0% | +6.0% | +12.0% |
| YTD | -15.5% | -3.1% | -12.4% | -15.3% |
| 1Y | -42.6% | -3.5% | -39.1% | -42.4% |
| 3Y | +320.2% | +44.6% | +275.6% | +280.4% |
| 5Y | +215.0% | +98.3% | +116.8% | +172.8% |
| All | +180.0% | +132.2% | +47.8% | +136.4% |
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