+92.4%
FOXA vs HIG
+231.5%
-139.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | +0.8% | -1.5% | +2.2% | +1.4% |
| 30D | +5.0% | -0.4% | +5.4% | +5.2% |
| 3M | -3.0% | +6.7% | -9.7% | -5.7% |
| 6M | +14.8% | +2.0% | +12.8% | +13.5% |
| YTD | -8.9% | +0.3% | -9.2% | -9.4% |
| 1Y | +13.3% | +4.2% | +9.1% | +10.8% |
| 3Y | +115.4% | +102.2% | +13.2% | +58.1% |
| 5Y | +95.3% | +118.5% | -23.2% | +37.6% |
| All | +92.4% | +231.5% | -139.2% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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