+184.5%
FDX vs HAS
+56.4%
+128.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.4% |
| 7D | -2.5% | -1.8% | -0.7% | -1.8% |
| 30D | +3.8% | +2.3% | +1.5% | +2.9% |
| 3M | -1.3% | +10.4% | -11.7% | -5.2% |
| 6M | +5.0% | -3.2% | +8.3% | +5.5% |
| YTD | +39.6% | +15.4% | +24.2% | +30.6% |
| 1Y | +81.1% | +18.8% | +62.3% | +67.2% |
| 3Y | +63.0% | +43.9% | +19.1% | +35.9% |
| 5Y | +65.6% | +13.9% | +51.7% | +48.8% |
| All | +184.5% | +56.4% | +128.1% | +125.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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