+57,369.0%
ORLY vs HAS
+1,751.0%
+55,618.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | +2.6% | +1.4% | +1.2% | +2.2% |
| 30D | +6.3% | +26.3% | -19.9% | +0.4% |
| 3M | -0.4% | +25.6% | -26.0% | -6.0% |
| 6M | +2.8% | +30.3% | -27.5% | -4.1% |
| YTD | +1.1% | +50.4% | -49.3% | -9.4% |
| 1Y | -6.3% | +57.7% | -64.0% | -17.0% |
| 3Y | +38.9% | +213.4% | -174.5% | +0.6% |
| 5Y | +113.1% | +49.1% | +64.0% | +82.1% |
| 10Y | +426.2% | +98.5% | +327.7% | +290.4% |
| All | +57,369.0% | +1,751.0% | +55,618.0% | +24,089.5% |
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