+96.5%
FOXA vs HAS
+84.3%
+12.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | +0.4% | +3.3% | -2.9% | -0.6% |
| 30D | +7.9% | +30.5% | -22.6% | -0.7% |
| 3M | +6.7% | +29.9% | -23.2% | -1.8% |
| 6M | +7.5% | +26.5% | -19.0% | -0.9% |
| YTD | -6.9% | +51.9% | -58.9% | -19.7% |
| 1Y | +2.2% | +60.9% | -58.7% | -13.5% |
| 3Y | +131.4% | +215.0% | -83.6% | +51.5% |
| 5Y | +76.2% | +51.5% | +24.7% | +46.5% |
| All | +96.5% | +84.3% | +12.2% | +36.6% |
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