+254.8%
HUM vs FWONK
+276.9%
-22.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.2% |
| 7D | +2.1% | +0.1% | +2.0% | +2.0% |
| 30D | +5.4% | -7.7% | +13.1% | +7.3% |
| 3M | +11.4% | +5.7% | +5.7% | +9.9% |
| 6M | +141.5% | +13.5% | +128.0% | +133.8% |
| YTD | +61.2% | -3.0% | +64.2% | +61.6% |
| 1Y | +49.2% | -6.4% | +55.6% | +50.6% |
| 3Y | -9.0% | +43.8% | -52.9% | -18.1% |
| 5Y | +7.2% | +98.6% | -91.4% | -12.6% |
| 10Y | +152.7% | +340.0% | -187.3% | +64.8% |
| All | +254.8% | +276.9% | -22.1% | +123.5% |
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