+1,477.4%
HWM vs FOXA
+98.3%
+1,379.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +1.9% |
| 7D | +5.0% | -2.4% | +7.4% | +6.1% |
| 30D | +1.5% | +8.6% | -7.1% | -2.5% |
| 3M | -20.3% | +9.9% | -30.2% | -24.3% |
| 6M | -18.0% | +0.8% | -18.9% | -20.5% |
| YTD | +9.5% | -6.1% | +15.6% | +8.8% |
| 1Y | +7.5% | +3.3% | +4.2% | +1.4% |
| 3Y | +355.7% | +133.5% | +222.2% | +165.0% |
| 5Y | +610.2% | +75.8% | +534.4% | +377.2% |
| All | +1,477.4% | +98.3% | +1,379.1% | +666.3% |
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