+72.8%
HCA vs XPO
+261.3%
-188.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.4% | +1.4% |
| 7D | +5.4% | -5.7% | +11.1% | +6.2% |
| 30D | +3.0% | -12.8% | +15.8% | +4.8% |
| 3M | +13.0% | -20.0% | +33.0% | +16.2% |
| 6M | -20.3% | -6.0% | -14.2% | -20.1% |
| YTD | -8.2% | +34.0% | -42.3% | -13.3% |
| 1Y | +6.7% | +35.6% | -28.9% | +0.2% |
| 3Y | +60.4% | +152.3% | -91.9% | +25.7% |
| All | +72.8% | +261.3% | -188.5% | +12.7% |
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