+761.3%
HL vs FOXA
+92.4%
+669.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.6% |
| 7D | -4.4% | +0.8% | -5.1% | -4.7% |
| 30D | +9.3% | +5.0% | +4.3% | +7.1% |
| 3M | +32.0% | -3.0% | +35.0% | +31.1% |
| 6M | -6.4% | +14.8% | -21.2% | -13.3% |
| YTD | +3.1% | -8.9% | +12.1% | +4.5% |
| 1Y | +77.6% | +13.3% | +64.2% | +63.8% |
| 3Y | +392.8% | +115.4% | +277.4% | +235.3% |
| 5Y | +234.1% | +95.3% | +138.8% | +130.8% |
| All | +761.3% | +92.4% | +669.0% | +372.8% |
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