+32.6%
HD vs XPO
+129.7%
-97.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.3% | -3.4% | +1.7% |
| 7D | +3.6% | -1.9% | +5.5% | +3.9% |
| 30D | +21.6% | +2.5% | +19.1% | +20.9% |
| 3M | +0.1% | -7.2% | +7.3% | +1.3% |
| 6M | +13.0% | -8.1% | +21.0% | +14.2% |
| YTD | +4.9% | +38.3% | -33.4% | -2.5% |
| 1Y | -2.1% | +33.6% | -35.6% | -8.5% |
| 3Y | +32.6% | +133.1% | -100.5% | +11.1% |
| All | +32.6% | +129.7% | -97.1% | +11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling