+332.5%
HBM vs XPO
+261.3%
+71.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -3.3% | -5.7% | +2.4% | -1.2% |
| 30D | -4.8% | -12.8% | +8.0% | +0.1% |
| 3M | -0.4% | -20.0% | +19.5% | +7.8% |
| 6M | +17.9% | -6.0% | +23.9% | +20.2% |
| YTD | +33.7% | +34.0% | -0.3% | +18.7% |
| 1Y | +95.6% | +35.6% | +60.0% | +71.3% |
| 3Y | +458.1% | +152.3% | +305.8% | +254.3% |
| All | +332.5% | +261.3% | +71.2% | +110.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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