+115.3%
FOXA vs HST
+68.6%
+46.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -0.6% | +2.0% | -2.6% | -1.3% |
| 30D | +2.3% | -5.2% | +7.6% | +4.1% |
| 3M | -2.8% | -6.2% | +3.4% | -1.3% |
| 6M | +9.6% | +20.4% | -10.8% | +1.4% |
| YTD | -9.9% | +30.6% | -40.5% | -19.3% |
| 1Y | +5.4% | +37.4% | -32.0% | -7.7% |
| 3Y | +115.3% | +66.1% | +49.1% | +64.2% |
| All | +115.3% | +68.6% | +46.6% | +64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling