+649.7%
HBM vs XPO
+14,068.6%
-13,418.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.4% | +0.4% |
| 7D | +5.5% | -0.9% | +6.4% | +5.7% |
| 30D | +3.3% | -8.1% | +11.4% | +6.0% |
| 3M | +12.7% | -19.0% | +31.7% | +20.2% |
| 6M | +28.2% | -5.2% | +33.4% | +30.0% |
| YTD | +45.3% | +35.6% | +9.7% | +30.5% |
| 1Y | +121.7% | +41.1% | +80.6% | +95.1% |
| 3Y | +523.5% | +157.9% | +365.6% | +330.2% |
| 5Y | +393.9% | +265.6% | +128.3% | +191.5% |
| 10Y | +647.9% | +1,516.8% | -868.9% | +183.4% |
| All | +649.7% | +14,068.6% | -13,418.9% | +111.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling