+247.2%
HD vs XPO
+1,356.2%
-1,109.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +5.2% | -1.5% | +6.7% | +5.5% |
| 30D | +20.7% | +2.6% | +18.1% | +19.9% |
| 3M | +0.8% | -6.1% | +6.9% | +2.0% |
| 6M | +12.2% | -8.0% | +20.2% | +13.7% |
| YTD | +4.2% | +38.5% | -34.3% | -5.1% |
| 1Y | -2.6% | +35.0% | -37.6% | -10.9% |
| 3Y | +30.0% | +126.5% | -96.5% | 0.0% |
| 5Y | +8.1% | +315.4% | -307.3% | -32.5% |
| 10Y | +247.2% | +1,272.1% | -1,025.0% | +68.7% |
| All | +247.2% | +1,356.2% | -1,109.1% | +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