+761.8%
HPE vs FWONK
+259.6%
+502.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.5% |
| 3M | +33.1% | +5.7% | +27.3% | +29.7% |
| 6M | +192.5% | +13.5% | +179.0% | +176.6% |
| YTD | +160.9% | -3.0% | +163.9% | +160.7% |
| 1Y | +155.0% | -6.4% | +161.4% | +157.8% |
| 3Y | +289.4% | +43.8% | +245.6% | +233.6% |
| 5Y | +395.7% | +98.6% | +297.1% | +271.8% |
| 10Y | +574.8% | +340.0% | +234.8% | +283.5% |
| All | +761.8% | +259.6% | +502.2% | +376.1% |
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