+93.0%
FOXA vs HBM
+336.0%
-243.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -7.5% | +9.6% | +2.8% |
| 7D | -3.7% | -3.7% | 0.0% | -3.4% |
| 30D | +5.4% | -3.7% | +9.0% | +5.6% |
| 3M | -3.7% | +8.0% | -11.7% | -5.2% |
| 6M | +12.6% | +15.8% | -3.2% | +8.9% |
| YTD | -10.0% | +34.4% | -44.3% | -15.3% |
| 1Y | +15.0% | +98.2% | -83.1% | +1.8% |
| 3Y | +115.1% | +476.6% | -361.5% | +56.4% |
| 5Y | +93.0% | +331.1% | -238.1% | +44.0% |
| All | +93.0% | +336.0% | -243.0% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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