+7.4%
HD vs FOXA
+89.1%
-81.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | -1.2% | -0.6% | -0.6% | -1.1% |
| 30D | -11.1% | +2.3% | -13.5% | -11.7% |
| 3M | +2.0% | -2.8% | +4.9% | +1.9% |
| 6M | -10.5% | +9.6% | -20.1% | -13.7% |
| YTD | -6.9% | -9.9% | +3.0% | -5.5% |
| 1Y | -23.2% | +5.4% | -28.6% | -25.8% |
| 3Y | +3.1% | +115.3% | -112.2% | -21.0% |
| 5Y | +7.4% | +93.1% | -85.7% | -19.2% |
| All | +7.4% | +89.1% | -81.7% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling