+1,455.0%
HWM vs FOXA
+99.6%
+1,355.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.1% | -5.2% | -2.8% |
| 7D | +7.3% | +2.7% | +4.6% | +6.0% |
| 30D | +1.6% | +10.0% | -8.4% | -3.0% |
| 3M | -21.9% | +5.0% | -26.9% | -24.2% |
| 6M | -19.0% | +3.4% | -22.4% | -22.5% |
| YTD | +7.9% | -5.5% | +13.4% | +6.9% |
| 1Y | +9.9% | +5.5% | +4.4% | +2.6% |
| 3Y | +342.1% | +139.3% | +202.8% | +153.5% |
| 5Y | +600.8% | +77.2% | +523.6% | +368.7% |
| All | +1,455.0% | +99.6% | +1,355.4% | +652.6% |
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