+448.2%
HUT vs FWONK
+198.3%
+249.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.2% | +8.7% | +8.7% |
| 7D | +5.4% | +0.1% | +5.3% | +5.3% |
| 30D | +8.6% | -7.7% | +16.4% | +13.5% |
| 3M | -15.2% | +5.7% | -20.9% | -19.9% |
| 6M | +92.9% | +13.5% | +79.4% | +73.7% |
| YTD | +114.6% | -3.0% | +117.6% | +111.0% |
| 1Y | +208.5% | -6.4% | +214.9% | +209.6% |
| 3Y | +821.5% | +43.8% | +777.7% | +590.5% |
| 5Y | +101.8% | +98.6% | +3.3% | +30.2% |
| All | +448.2% | +198.3% | +249.9% | +150.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling