+3.3%
FOXA vs HST
+54.6%
-51.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | -2.4% | -1.3% | -1.1% | -2.2% |
| 30D | +8.6% | +13.4% | -4.8% | +6.6% |
| 3M | +9.9% | +16.7% | -6.8% | +7.4% |
| 6M | +0.8% | +24.0% | -23.2% | -3.6% |
| YTD | -6.1% | +54.0% | -60.1% | -13.8% |
| 1Y | +3.3% | +55.0% | -51.8% | -5.2% |
| All | +3.3% | +54.6% | -51.3% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling