+655.5%
HWM vs FOXA
+89.1%
+566.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -0.3% | -10.4% | -10.6% |
| 7D | -9.2% | -0.6% | -8.5% | -9.0% |
| 30D | -17.9% | +2.3% | -20.2% | -18.5% |
| 3M | -6.0% | -2.8% | -3.2% | -6.0% |
| 6M | -7.4% | +9.6% | -16.9% | -11.7% |
| YTD | +13.1% | -9.9% | +23.0% | +15.9% |
| 1Y | +29.3% | +5.4% | +23.9% | +23.2% |
| 3Y | +389.9% | +115.3% | +274.7% | +229.8% |
| 5Y | +655.5% | +93.1% | +562.5% | +423.7% |
| All | +655.5% | +89.1% | +566.5% | +423.7% |
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 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