+524.6%
HL vs FWONK
+276.9%
+247.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -4.4% | +0.1% | -4.4% | -4.4% |
| 30D | +9.3% | -7.7% | +17.0% | +12.2% |
| 3M | +32.0% | +5.7% | +26.3% | +29.4% |
| 6M | -6.4% | +13.5% | -19.9% | -10.3% |
| YTD | +3.1% | -3.0% | +6.1% | +3.6% |
| 1Y | +77.6% | -6.4% | +84.0% | +80.3% |
| 3Y | +392.8% | +43.8% | +349.0% | +332.4% |
| 5Y | +234.1% | +98.6% | +135.5% | +164.4% |
| 10Y | +264.5% | +340.0% | -75.5% | +135.9% |
| All | +524.6% | +276.9% | +247.6% | +302.3% |
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