+75.0%
FOXA vs HAS
+48.5%
+26.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | +5.4% | -0.2% | +5.5% | +5.4% |
| 30D | +6.3% | +31.0% | -24.7% | -1.2% |
| 3M | +8.3% | +30.7% | -22.3% | +0.8% |
| 6M | +7.6% | +23.9% | -16.3% | +1.0% |
| YTD | -7.9% | +48.3% | -56.3% | -18.4% |
| 1Y | +2.4% | +60.2% | -57.9% | -11.3% |
| 3Y | +120.3% | +189.2% | -68.9% | +55.4% |
| All | +75.0% | +48.5% | +26.4% | +56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling