+93.0%
FOXA vs HDB
-38.6%
+131.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.3% |
| 7D | -3.7% | -6.2% | +2.4% | -2.5% |
| 30D | +5.4% | -6.2% | +11.6% | +6.7% |
| 3M | -3.7% | -5.9% | +2.1% | -3.0% |
| 6M | +12.6% | -25.9% | +38.5% | +19.1% |
| YTD | -10.0% | -40.2% | +30.3% | +0.1% |
| 1Y | +15.0% | -38.0% | +53.0% | +26.6% |
| 3Y | +115.1% | -30.5% | +145.6% | +126.7% |
| 5Y | +93.0% | -38.1% | +131.2% | +114.3% |
| All | +93.0% | -38.6% | +131.6% | +114.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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