+86.3%
FOXA vs HST
+54.1%
+32.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -5.4% | -0.3% | -5.1% | -5.3% |
| 30D | +1.1% | -2.8% | +3.9% | +2.2% |
| 3M | -6.1% | -6.5% | +0.4% | -4.2% |
| 6M | +8.2% | +20.7% | -12.5% | +0.3% |
| YTD | -11.8% | +30.5% | -42.2% | -20.7% |
| 1Y | +9.9% | +36.8% | -26.9% | -3.2% |
| 3Y | +110.7% | +65.9% | +44.9% | +70.0% |
| 5Y | +86.9% | +73.9% | +13.0% | +43.2% |
| All | +86.3% | +54.1% | +32.2% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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