+90.3%
FOXA vs HRB
+149.8%
-59.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.5% | +6.2% | +1.7% |
| 7D | -0.6% | -9.1% | +8.4% | +2.3% |
| 30D | +2.3% | +0.3% | +2.1% | +1.5% |
| 3M | -2.8% | +23.4% | -26.2% | -10.0% |
| 6M | +9.6% | +45.1% | -35.5% | -4.9% |
| YTD | -9.9% | +8.9% | -18.8% | -14.2% |
| 1Y | +5.4% | -7.9% | +13.3% | +5.9% |
| 3Y | +115.3% | +27.9% | +87.3% | +85.0% |
| 5Y | +93.1% | +108.3% | -15.3% | +29.9% |
| All | +90.3% | +149.8% | -59.6% | -10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling