+66.0%
HST vs FWONK
+281.7%
-215.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.1% | -0.9% |
| 7D | -0.3% | -0.6% | +0.3% | -0.1% |
| 30D | -2.8% | -5.8% | +3.0% | -0.6% |
| 3M | -6.5% | +10.0% | -16.5% | -10.3% |
| 6M | +20.7% | +14.7% | +6.0% | +13.6% |
| YTD | +30.5% | -1.7% | +32.2% | +29.8% |
| 1Y | +36.8% | -4.6% | +41.4% | +37.4% |
| 3Y | +65.9% | +46.7% | +19.2% | +37.0% |
| 5Y | +73.9% | +99.4% | -25.5% | +24.4% |
| 10Y | +107.0% | +345.6% | -238.5% | +6.7% |
| All | +66.0% | +281.7% | -215.7% | -17.4% |
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