+248.6%
HD vs XPO
+1,266.4%
-1,017.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.4% |
| 7D | +1.5% | +9.0% | -7.4% | -0.6% |
| 30D | +18.0% | +4.2% | +13.8% | +16.7% |
| 3M | +2.8% | -8.7% | +11.4% | +4.8% |
| 6M | +17.0% | -2.8% | +19.7% | +16.9% |
| YTD | +3.5% | +41.9% | -38.3% | -6.3% |
| 1Y | -2.6% | +42.3% | -44.9% | -12.0% |
| 3Y | +30.7% | +127.3% | -96.5% | +0.4% |
| 5Y | +6.2% | +306.4% | -300.2% | -33.4% |
| All | +248.6% | +1,266.4% | -1,017.8% | +67.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling