+553.2%
HLT vs FWONK
+276.9%
+276.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | -5.0% | -7.7% | +2.7% | -2.4% |
| 3M | -10.4% | +5.7% | -16.1% | -12.5% |
| 6M | +3.2% | +13.5% | -10.2% | -1.9% |
| YTD | +6.7% | -3.0% | +9.7% | +6.8% |
| 1Y | +10.3% | -6.4% | +16.7% | +11.6% |
| 3Y | +99.3% | +43.8% | +55.5% | +70.7% |
| 5Y | +143.7% | +98.6% | +45.1% | +84.5% |
| 10Y | +584.7% | +340.0% | +244.7% | +284.6% |
| All | +553.2% | +276.9% | +276.3% | +245.0% |
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 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