+359.4%
ORLY vs HAS
+59.3%
+300.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.9% |
| 7D | -2.1% | -3.1% | +0.9% | -1.6% |
| 30D | -7.6% | -6.4% | -1.2% | -6.5% |
| 3M | -5.5% | +10.4% | -15.9% | -7.3% |
| 6M | -9.7% | -3.7% | -6.0% | -9.5% |
| YTD | -6.2% | +12.5% | -18.7% | -8.9% |
| 1Y | -18.6% | +19.8% | -38.5% | -22.0% |
| 3Y | +33.8% | +46.0% | -12.1% | +21.1% |
| 5Y | +116.5% | +12.5% | +104.0% | +106.1% |
| All | +359.4% | +59.3% | +300.0% | +286.1% |
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