+91.7%
FOXA vs HAS
+83.8%
+7.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -2.7% |
| 7D | -2.9% | +1.6% | -4.5% | -3.4% |
| 30D | +5.1% | +26.6% | -21.5% | -2.4% |
| 3M | +4.7% | +29.0% | -24.3% | -3.4% |
| 6M | -0.2% | +30.6% | -30.8% | -8.9% |
| YTD | -9.2% | +51.5% | -60.8% | -21.6% |
| 1Y | -0.6% | +58.5% | -59.1% | -15.4% |
| 3Y | +125.7% | +214.1% | -88.4% | +48.0% |
| 5Y | +70.2% | +50.2% | +19.9% | +41.9% |
| All | +91.7% | +83.8% | +7.9% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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