+407.4%
HPE vs FOXA
+92.4%
+315.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.2% | +11.3% | +11.9% |
| 7D | +19.4% | +0.8% | +18.6% | +18.9% |
| 30D | +5.6% | +5.0% | +0.6% | +3.2% |
| 3M | +33.1% | -3.0% | +36.1% | +32.2% |
| 6M | +192.5% | +14.8% | +177.7% | +165.1% |
| YTD | +160.9% | -8.9% | +169.8% | +164.0% |
| 1Y | +155.0% | +13.3% | +141.6% | +130.2% |
| 3Y | +289.4% | +115.4% | +174.0% | +151.3% |
| 5Y | +395.7% | +95.3% | +300.4% | +229.9% |
| All | +407.4% | +92.4% | +315.0% | +192.0% |
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