-4.6%
HD vs FOXA
+11.1%
-15.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.8% | +2.7% | +6.1% |
| 7D | +11.9% | +9.9% | +2.1% | +11.0% |
| 30D | +26.4% | +10.0% | +16.4% | +25.4% |
| 3M | +2.8% | +18.4% | -15.6% | +1.5% |
| 6M | +15.5% | +12.2% | +3.3% | +12.9% |
| YTD | +5.5% | -3.8% | +9.3% | +1.7% |
| 1Y | -4.6% | +8.9% | -13.5% | -12.4% |
| All | -4.6% | +11.1% | -15.7% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 1y: compounded portfolio wealth divided by compounded FOXA 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…
1y analysis · Full analysis span regression · 6 months rolling