+34.5%
QXO vs HAS
+61.8%
-27.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.4% | -0.2% |
| 7D | -7.8% | -1.1% | -6.7% | -7.6% |
| 30D | -18.1% | -2.8% | -15.3% | -17.6% |
| 3M | -25.8% | +10.1% | -35.8% | -27.4% |
| 6M | -41.7% | -1.4% | -40.3% | -41.7% |
| YTD | -36.2% | +14.2% | -50.4% | -37.9% |
| 1Y | -42.1% | +18.2% | -60.3% | -44.1% |
| 3Y | -46.2% | +48.6% | -94.8% | -52.0% |
| 5Y | -70.7% | +14.2% | -84.9% | -72.9% |
| All | +34.5% | +61.8% | -27.3% | -4.3% |
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