+129.7%
HD vs FOXA
+91.7%
+38.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.5% | +0.1% |
| 7D | -0.5% | -2.9% | +2.4% | +0.3% |
| 30D | +18.5% | +5.1% | +13.4% | +16.8% |
| 3M | +2.2% | +4.7% | -2.5% | +0.6% |
| 6M | +13.8% | -0.2% | +14.1% | +12.5% |
| YTD | +3.4% | -9.2% | +12.6% | +4.6% |
| 1Y | -3.5% | -0.6% | -2.9% | -5.2% |
| 3Y | +29.0% | +125.7% | -96.7% | -3.8% |
| 5Y | +6.1% | +70.2% | -64.1% | -14.9% |
| All | +129.7% | +91.7% | +38.0% | +52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling