+245.3%
HD vs XPO
+1,289.5%
-1,044.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -1.2% | +0.5% | -1.7% | -1.3% |
| 30D | +20.9% | +4.7% | +16.2% | +19.4% |
| 3M | -0.2% | -7.1% | +6.9% | +1.3% |
| 6M | +14.5% | -6.3% | +20.8% | +15.5% |
| YTD | +4.3% | +39.1% | -34.8% | -5.1% |
| 1Y | -3.5% | +36.7% | -40.2% | -12.0% |
| 3Y | +30.1% | +127.4% | -97.3% | -0.1% |
| 5Y | +8.5% | +315.0% | -306.5% | -32.3% |
| 10Y | +245.3% | +1,263.5% | -1,018.2% | +68.7% |
| All | +245.3% | +1,289.5% | -1,044.2% | +68.7% |
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 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