+111.7%
HD vs FOXA
+90.8%
+20.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.3% | +1.9% |
| 7D | -2.1% | -4.0% | +1.9% | -1.0% |
| 30D | -8.4% | +12.0% | -20.4% | -11.5% |
| 3M | +4.3% | +0.3% | +4.1% | +3.2% |
| 6M | -11.1% | +12.5% | -23.6% | -15.4% |
| YTD | -4.7% | -9.6% | +5.0% | -3.4% |
| 1Y | -19.8% | +8.6% | -28.4% | -23.5% |
| 3Y | +4.1% | +118.5% | -114.4% | -21.6% |
| 5Y | +10.3% | +88.8% | -78.4% | -14.5% |
| All | +111.7% | +90.8% | +20.9% | +41.3% |
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 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