+149.2%
FDX vs HAS
+101.4%
+47.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.5% |
| 7D | -1.6% | -0.2% | -1.5% | -1.5% |
| 30D | +6.6% | +31.0% | -24.4% | -4.2% |
| 3M | -2.1% | +30.7% | -32.7% | -11.9% |
| 6M | +2.2% | +23.9% | -21.7% | -6.8% |
| YTD | +33.9% | +48.3% | -14.4% | +13.4% |
| 1Y | +50.2% | +60.2% | -10.0% | +23.4% |
| 3Y | +65.5% | +189.2% | -123.7% | +4.9% |
| 5Y | +74.1% | +50.4% | +23.6% | +40.4% |
| All | +149.2% | +101.4% | +47.9% | +70.7% |
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