+51.0%
HPQ vs FOXA
+93.7%
-42.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.2% | +7.2% | +7.9% |
| 7D | +9.8% | +0.8% | +9.0% | +9.4% |
| 30D | +22.4% | +5.0% | +17.3% | +19.6% |
| 3M | +45.2% | -3.0% | +48.2% | +45.4% |
| 6M | +96.4% | +14.8% | +81.7% | +81.0% |
| YTD | +65.4% | -8.9% | +74.3% | +69.4% |
| 1Y | +31.6% | +13.3% | +18.2% | +20.6% |
| 3Y | +37.0% | +115.4% | -78.4% | -7.8% |
| All | +51.0% | +93.7% | -42.7% | -0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling