+99.6%
FOXA vs HDB
+4.8%
+94.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.5% | +3.7% | +4.0% |
| 7D | +2.7% | +2.7% | -0.1% | +2.0% |
| 30D | +10.0% | +14.1% | -4.2% | +6.2% |
| 3M | +5.0% | +11.8% | -6.8% | +1.7% |
| 6M | +3.4% | +8.2% | -4.8% | +0.4% |
| YTD | -5.5% | -29.3% | +23.8% | +3.0% |
| 1Y | +5.5% | -28.8% | +34.3% | +14.6% |
| 3Y | +139.3% | -7.5% | +146.8% | +135.5% |
| 5Y | +77.2% | -23.1% | +100.2% | +81.5% |
| All | +99.6% | +4.8% | +94.8% | +55.5% |
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