+8.1%
HD vs FOXA
+76.4%
-68.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +5.2% | +0.4% | +4.8% | +5.1% |
| 30D | +20.7% | +7.9% | +12.8% | +18.5% |
| 3M | +0.8% | +6.7% | -5.9% | -1.0% |
| 6M | +12.2% | +7.5% | +4.7% | +8.7% |
| YTD | +4.2% | -6.9% | +11.2% | +5.0% |
| 1Y | -2.6% | +2.2% | -4.8% | -4.7% |
| 3Y | +30.0% | +131.4% | -101.4% | -3.7% |
| 5Y | +8.1% | +76.2% | -68.1% | -14.2% |
| All | +8.1% | +76.4% | -68.3% | -14.2% |
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