+246.3%
HPE vs FOXA
+115.1%
+131.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.1% | -8.3% | -6.7% |
| 7D | +1.4% | -3.7% | +5.2% | +2.3% |
| 30D | +1.5% | +5.4% | -3.8% | +0.3% |
| 3M | +21.7% | -3.7% | +25.5% | +23.2% |
| 6M | +164.2% | +12.6% | +151.6% | +148.4% |
| YTD | +132.1% | -10.0% | +142.0% | +140.6% |
| 1Y | +130.6% | +15.0% | +115.6% | +111.6% |
| All | +246.3% | +115.1% | +131.2% | +160.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling