+90.8%
FOXA vs HDB
-6.0%
+96.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.3% |
| 7D | -4.0% | +0.4% | -4.4% | -4.1% |
| 30D | +12.0% | -2.8% | +14.8% | +12.8% |
| 3M | +0.3% | -3.5% | +3.8% | +0.7% |
| 6M | +12.5% | -24.7% | +37.2% | +20.5% |
| YTD | -9.6% | -36.6% | +26.9% | +1.5% |
| 1Y | +8.6% | -34.4% | +43.0% | +20.6% |
| 3Y | +118.5% | -24.4% | +142.9% | +128.5% |
| 5Y | +88.8% | -35.4% | +124.1% | +103.8% |
| All | +90.8% | -6.0% | +96.8% | +53.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling