+228.7%
HL vs FOXA
+93.7%
+135.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.5% |
| 7D | -4.4% | +0.8% | -5.1% | -4.6% |
| 30D | +9.3% | +5.0% | +4.3% | +7.5% |
| 3M | +32.0% | -3.0% | +35.0% | +31.7% |
| 6M | -6.4% | +14.8% | -21.2% | -12.4% |
| YTD | +3.1% | -8.9% | +12.1% | +4.7% |
| 1Y | +77.6% | +13.3% | +64.2% | +65.4% |
| 3Y | +392.8% | +115.4% | +277.4% | +233.0% |
| All | +228.7% | +93.7% | +135.0% | +129.3% |
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 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