+1,503.8%
HWM vs FOXA
+90.1%
+1,413.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -3.0% |
| 7D | -12.5% | -3.7% | -8.8% | -11.1% |
| 30D | -19.0% | +5.4% | -24.3% | -21.1% |
| 3M | -8.6% | -3.7% | -4.9% | -8.9% |
| 6M | -10.2% | +12.6% | -22.7% | -17.6% |
| YTD | +11.3% | -10.0% | +21.3% | +13.4% |
| 1Y | +24.3% | +15.0% | +9.2% | +10.3% |
| 3Y | +382.3% | +115.1% | +267.2% | +193.3% |
| 5Y | +640.6% | +93.0% | +547.6% | +368.3% |
| All | +1,503.8% | +90.1% | +1,413.6% | +698.4% |
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 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