+1,731.8%
HCA vs XPO
+6,094.6%
-4,362.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.1% | +8.0% | +5.5% |
| 7D | +4.9% | -0.9% | +5.8% | +5.0% |
| 30D | +1.9% | -8.1% | +10.0% | +3.3% |
| 3M | +12.7% | -19.0% | +31.8% | +16.6% |
| 6M | -22.3% | -5.2% | -17.2% | -22.2% |
| YTD | -9.3% | +35.6% | -44.9% | -15.4% |
| 1Y | +2.7% | +41.1% | -38.4% | -5.4% |
| 3Y | +57.8% | +157.9% | -100.1% | +23.2% |
| 5Y | +70.3% | +265.6% | -195.3% | +19.0% |
| 10Y | +499.7% | +1,516.8% | -1,017.1% | +214.6% |
| All | +1,731.8% | +6,094.6% | -4,362.9% | +701.7% |
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 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