+60.0%
HON vs FOXA
+90.3%
-30.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -0.8% | -0.6% | -0.2% | -0.7% |
| 30D | -15.2% | +2.3% | -17.5% | -15.9% |
| 3M | -6.0% | -2.8% | -3.1% | -6.3% |
| 6M | -14.9% | +9.6% | -24.5% | -19.0% |
| YTD | +3.2% | -9.9% | +13.0% | +4.9% |
| 1Y | 0.0% | +5.4% | -5.4% | -4.4% |
| 3Y | +21.5% | +115.3% | -93.8% | -12.4% |
| 5Y | +4.0% | +93.1% | -89.0% | -23.7% |
| All | +60.0% | +90.3% | -30.3% | -0.9% |
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