+90.8%
FOXA vs HST
+54.2%
+36.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.5% |
| 7D | -4.0% | -1.0% | -2.9% | -3.6% |
| 30D | +12.0% | -12.3% | +24.2% | +17.0% |
| 3M | +0.3% | -6.4% | +6.6% | +2.2% |
| 6M | +12.5% | +15.0% | -2.5% | +6.0% |
| YTD | -9.6% | +30.5% | -40.1% | -18.8% |
| 1Y | +8.6% | +35.7% | -27.1% | -4.1% |
| 3Y | +118.5% | +68.4% | +50.2% | +75.3% |
| 5Y | +88.8% | +73.1% | +15.6% | +44.9% |
| All | +90.8% | +54.2% | +36.7% | +37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling