+4,029.2%
FDX vs HAS
+4,678.1%
-648.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.7% | -2.1% | -3.3% |
| 7D | +2.9% | 0.0% | +2.9% | +2.9% |
| 30D | +9.6% | +31.3% | -21.7% | +0.6% |
| 3M | +2.4% | +32.1% | -29.8% | -6.2% |
| 6M | +9.2% | +28.1% | -18.9% | +0.5% |
| YTD | +37.7% | +49.1% | -11.4% | +20.7% |
| 1Y | +56.1% | +60.5% | -4.4% | +33.7% |
| 3Y | +68.9% | +183.9% | -114.9% | +19.4% |
| 5Y | +79.0% | +51.2% | +27.7% | +50.5% |
| 10Y | +163.9% | +105.3% | +58.6% | +93.8% |
| All | +4,029.2% | +4,678.1% | -648.9% | +1,228.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling