-1.4%
QXO vs HAS
+303.3%
-304.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.4% |
| 7D | +2.9% | -3.1% | +6.0% | +3.4% |
| 30D | -18.0% | -2.7% | -15.3% | -17.6% |
| 3M | -14.7% | +8.9% | -23.7% | -15.9% |
| 6M | -39.2% | -2.9% | -36.3% | -39.0% |
| YTD | -31.3% | +12.6% | -44.0% | -32.4% |
| 1Y | -39.7% | +17.5% | -57.1% | -41.0% |
| 3Y | -41.5% | +46.2% | -87.7% | -45.7% |
| 5Y | -67.0% | +12.6% | -79.6% | -68.7% |
| 10Y | +44.7% | +55.7% | -10.9% | +31.7% |
| All | -1.4% | +303.3% | -304.7% | -17.3% |
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 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