+96.5%
FOXA vs HST
+82.9%
+13.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.0% | -1.4% |
| 7D | +0.4% | +0.6% | -0.2% | +0.2% |
| 30D | +7.9% | +14.5% | -6.5% | +2.8% |
| 3M | +6.7% | +15.4% | -8.7% | +1.3% |
| 6M | +7.5% | +22.0% | -14.5% | -0.5% |
| YTD | -6.9% | +54.9% | -61.8% | -21.3% |
| 1Y | +2.2% | +54.0% | -51.8% | -13.5% |
| 3Y | +131.4% | +90.4% | +41.0% | +77.9% |
| 5Y | +76.2% | +84.2% | -8.0% | +32.7% |
| All | +96.5% | +82.9% | +13.6% | +33.5% |
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