+153.5%
FDX vs HAS
+97.5%
+56.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.8% |
| 7D | +5.2% | +1.4% | +3.8% | +4.6% |
| 30D | +11.3% | +26.3% | -15.0% | +1.5% |
| 3M | -4.1% | +25.6% | -29.7% | -12.4% |
| 6M | +9.6% | +30.3% | -20.6% | -1.9% |
| YTD | +40.9% | +50.4% | -9.5% | +18.7% |
| 1Y | +53.0% | +57.7% | -4.7% | +26.5% |
| 3Y | +74.1% | +213.4% | -139.3% | +6.9% |
| 5Y | +75.1% | +49.1% | +26.0% | +41.7% |
| All | +153.5% | +97.5% | +56.0% | +75.1% |
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