+7.4%
HD vs XPO
+271.9%
-264.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.9% |
| 7D | -1.2% | +2.7% | -3.9% | -1.8% |
| 30D | -11.1% | -6.2% | -5.0% | -10.0% |
| 3M | +2.0% | -15.4% | +17.4% | +5.6% |
| 6M | -10.5% | +0.7% | -11.2% | -11.1% |
| YTD | -6.9% | +39.8% | -46.7% | -14.9% |
| 1Y | -23.2% | +43.3% | -66.5% | -30.6% |
| 3Y | +3.1% | +166.0% | -163.0% | -23.8% |
| 5Y | +7.4% | +274.2% | -266.8% | -32.8% |
| All | +7.4% | +271.9% | -264.6% | -32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling