+807.9%
HL vs FOXA
+86.3%
+721.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.7% |
| 7D | +0.4% | -5.4% | +5.8% | +2.4% |
| 30D | +18.8% | +1.1% | +17.7% | +18.1% |
| 3M | +43.7% | -6.1% | +49.8% | +44.5% |
| 6M | -1.0% | +8.2% | -9.3% | -6.2% |
| YTD | +8.7% | -11.8% | +20.5% | +11.5% |
| 1Y | +105.0% | +9.9% | +95.1% | +91.1% |
| 3Y | +427.3% | +110.7% | +316.5% | +261.6% |
| 5Y | +249.3% | +86.9% | +162.4% | +145.4% |
| All | +807.9% | +86.3% | +721.6% | +404.4% |
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