+396.0%
HPE vs FWONK
+97.7%
+298.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.2% | +12.3% | +12.4% |
| 7D | +19.4% | +0.1% | +19.3% | +19.4% |
| 30D | +5.6% | -7.7% | +13.4% | +8.3% |
| 3M | +33.1% | +5.7% | +27.3% | +29.7% |
| 6M | +192.5% | +13.5% | +179.0% | +176.1% |
| YTD | +160.9% | -3.0% | +163.9% | +161.3% |
| 1Y | +155.0% | -6.4% | +161.4% | +158.7% |
| 3Y | +289.4% | +43.8% | +245.6% | +235.1% |
| All | +396.0% | +97.7% | +298.3% | +241.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling