+744.6%
HD vs QXO
-1.4%
+746.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.5% | -2.3% |
| 7D | -1.2% | +2.9% | -4.0% | -1.2% |
| 30D | -11.1% | -18.0% | +6.9% | -11.1% |
| 3M | +2.0% | -14.7% | +16.8% | +2.1% |
| 6M | -10.5% | -39.2% | +28.8% | -10.3% |
| YTD | -6.9% | -31.3% | +24.5% | -6.7% |
| 1Y | -23.2% | -39.7% | +16.5% | -23.1% |
| 3Y | +3.1% | -41.5% | +44.6% | +2.4% |
| 5Y | +7.4% | -67.0% | +74.4% | +6.6% |
| 10Y | +205.0% | +44.7% | +160.3% | +202.8% |
| All | +744.6% | -1.4% | +746.0% | +716.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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