+92.4%
FOXA vs HRB
+145.6%
-53.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.6% | +1.0% |
| 7D | +0.8% | -8.0% | +8.8% | +3.4% |
| 30D | +5.0% | -16.0% | +21.0% | +10.6% |
| 3M | -3.0% | +26.9% | -29.9% | -10.9% |
| 6M | +14.8% | +51.1% | -36.4% | -1.8% |
| YTD | -8.9% | +7.1% | -16.0% | -12.8% |
| 1Y | +13.3% | -9.6% | +22.9% | +14.6% |
| 3Y | +115.4% | +25.4% | +90.0% | +86.4% |
| 5Y | +95.3% | +114.9% | -19.6% | +29.3% |
| All | +92.4% | +145.6% | -53.3% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 10y: compounded portfolio wealth divided by compounded HRB 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…
10y analysis · Full analysis span regression · 6 months rolling