-70.3%
QXO vs HAS
+48.2%
-118.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.9% | -1.4% |
| 7D | +9.0% | +1.4% | +7.6% | +8.7% |
| 30D | +22.0% | +26.3% | -4.3% | +13.7% |
| 3M | -15.4% | +25.6% | -41.0% | -21.0% |
| 6M | -26.0% | +30.3% | -56.2% | -32.1% |
| YTD | -34.7% | +50.4% | -85.0% | -42.1% |
| 1Y | -28.0% | +57.7% | -85.7% | -36.8% |
| 3Y | -47.0% | +213.4% | -260.4% | -61.9% |
| All | -70.3% | +48.2% | -118.5% | -72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling