+357.9%
HPE vs FOXA
+90.3%
+267.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.3% | +8.0% | +7.9% |
| 7D | +10.1% | -0.6% | +10.8% | +10.5% |
| 30D | +5.3% | +2.3% | +3.0% | +4.1% |
| 3M | +12.7% | -2.8% | +15.5% | +11.9% |
| 6M | +167.7% | +9.6% | +158.1% | +148.2% |
| YTD | +135.5% | -9.9% | +145.4% | +139.5% |
| 1Y | +143.4% | +5.4% | +138.0% | +127.4% |
| 3Y | +249.2% | +115.3% | +133.9% | +125.4% |
| 5Y | +343.8% | +93.1% | +250.8% | +197.1% |
| All | +357.9% | +90.3% | +267.6% | +164.9% |
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