+130.0%
HD vs FOXA
+99.6%
+30.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | -1.0% |
| 7D | +1.5% | +2.7% | -1.2% | +0.7% |
| 30D | +18.0% | +10.0% | +8.0% | +14.8% |
| 3M | +2.8% | +5.0% | -2.2% | +1.1% |
| 6M | +17.0% | +3.4% | +13.6% | +14.4% |
| YTD | +3.5% | -5.5% | +9.0% | +3.5% |
| 1Y | -2.6% | +5.5% | -8.1% | -5.9% |
| 3Y | +30.7% | +139.3% | -108.6% | -4.2% |
| 5Y | +6.2% | +77.2% | -71.0% | -15.7% |
| All | +130.0% | +99.6% | +30.4% | +51.3% |
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