-6.3%
QXO vs HAS
+438.3%
-444.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.9% | -1.5% |
| 7D | +9.0% | +1.4% | +7.6% | +8.8% |
| 30D | +22.0% | +26.3% | -4.3% | +17.5% |
| 3M | -15.4% | +25.6% | -41.0% | -18.4% |
| 6M | -26.0% | +30.3% | -56.2% | -29.3% |
| YTD | -34.7% | +50.4% | -85.0% | -38.7% |
| 1Y | -28.0% | +57.7% | -85.7% | -32.8% |
| 3Y | -47.0% | +213.4% | -260.4% | -55.2% |
| 5Y | -64.2% | +49.1% | -113.3% | -67.6% |
| 10Y | +48.1% | +98.5% | -50.5% | +27.6% |
| All | -6.3% | +438.3% | -444.6% | -25.0% |
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