+112.1%
HPQ vs FOXA
+90.3%
+21.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.4% |
| 7D | -0.5% | -0.6% | +0.1% | -0.3% |
| 30D | +3.7% | +2.3% | +1.4% | +2.4% |
| 3M | +24.3% | -2.8% | +27.2% | +24.1% |
| 6M | +64.8% | +9.6% | +55.2% | +54.3% |
| YTD | +43.9% | -9.9% | +53.8% | +47.6% |
| 1Y | +11.7% | +5.4% | +6.3% | +5.5% |
| 3Y | +19.7% | +115.3% | -95.6% | -20.9% |
| 5Y | +32.2% | +93.1% | -60.8% | -9.6% |
| All | +112.1% | +90.3% | +21.8% | +23.7% |
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