+249.2%
HPQ vs FWONK
+276.9%
-27.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.2% | +8.2% | +8.4% |
| 7D | +9.8% | +0.1% | +9.7% | +9.8% |
| 30D | +22.4% | -7.7% | +30.1% | +25.5% |
| 3M | +45.2% | +5.7% | +39.4% | +42.2% |
| 6M | +96.4% | +13.5% | +83.0% | +87.3% |
| YTD | +65.4% | -3.0% | +68.4% | +65.6% |
| 1Y | +31.6% | -6.4% | +38.0% | +33.2% |
| 3Y | +37.0% | +43.8% | -6.8% | +17.2% |
| 5Y | +53.0% | +98.6% | -45.6% | +14.9% |
| 10Y | +257.2% | +340.0% | -82.8% | +102.0% |
| All | +249.2% | +276.9% | -27.8% | +88.9% |
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 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