+257.9%
THC vs FWONK
+97.7%
+160.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | -1.2% | -7.7% | +6.6% | +1.7% |
| 3M | +52.3% | +5.7% | +46.6% | +48.7% |
| 6M | +12.4% | +13.5% | -1.1% | +6.4% |
| YTD | +32.7% | -3.0% | +35.7% | +33.2% |
| 1Y | +36.4% | -6.4% | +42.8% | +38.6% |
| 3Y | +259.3% | +43.8% | +215.5% | +193.9% |
| All | +257.9% | +97.7% | +160.2% | +148.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling