+90.3%
FOXA vs HIG
+229.8%
-139.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.5% |
| 7D | -0.6% | -1.1% | +0.4% | -0.2% |
| 30D | +2.3% | -4.9% | +7.2% | +4.4% |
| 3M | -2.8% | +6.8% | -9.6% | -5.6% |
| 6M | +9.6% | -1.7% | +11.3% | +10.0% |
| YTD | -9.9% | -0.2% | -9.7% | -10.2% |
| 1Y | +5.4% | +5.7% | -0.3% | +2.4% |
| 3Y | +115.3% | +100.3% | +15.0% | +58.6% |
| 5Y | +93.1% | +118.5% | -25.4% | +36.1% |
| All | +90.3% | +229.8% | -139.5% | +3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling