+92.4%
FOXA vs DHI
+262.3%
-169.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.7% |
| 7D | +0.8% | -3.4% | +4.2% | +1.6% |
| 30D | +5.0% | -5.4% | +10.5% | +6.5% |
| 3M | -3.0% | -10.4% | +7.4% | -0.7% |
| 6M | +14.8% | -2.8% | +17.5% | +14.5% |
| YTD | -8.9% | -3.4% | -5.5% | -9.4% |
| 1Y | +13.3% | -22.9% | +36.2% | +19.3% |
| 3Y | +115.4% | +20.7% | +94.7% | +91.9% |
| 5Y | +95.3% | +62.1% | +33.1% | +52.8% |
| All | +92.4% | +262.3% | -169.9% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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