+1,442.5%
HWM vs FOXA
+96.5%
+1,346.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | -1.8% | +0.4% | -2.2% | -2.0% |
| 30D | -2.7% | +7.9% | -10.6% | -6.3% |
| 3M | -22.7% | +6.7% | -29.4% | -25.6% |
| 6M | -18.9% | +7.5% | -26.5% | -24.1% |
| YTD | +7.1% | -6.9% | +14.0% | +6.9% |
| 1Y | +4.7% | +2.2% | +2.5% | -0.7% |
| 3Y | +345.6% | +131.4% | +214.2% | +160.1% |
| 5Y | +588.3% | +76.2% | +512.0% | +361.1% |
| All | +1,442.5% | +96.5% | +1,346.0% | +652.3% |
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 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