+104.7%
HD vs FOXA
+86.3%
+18.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.5% |
| 7D | -1.8% | -5.4% | +3.6% | -0.3% |
| 30D | -10.8% | +1.1% | -12.0% | -11.3% |
| 3M | -2.7% | -6.1% | +3.4% | -1.9% |
| 6M | -10.3% | +8.2% | -18.5% | -13.7% |
| YTD | -7.8% | -11.8% | +4.0% | -5.9% |
| 1Y | -23.1% | +9.9% | -33.1% | -27.0% |
| 3Y | +2.0% | +110.7% | -108.7% | -22.3% |
| 5Y | +6.2% | +86.9% | -80.7% | -17.5% |
| All | +104.7% | +86.3% | +18.4% | +37.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling