+1,501.8%
HD vs XPO
+10,316.6%
-8,814.8%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.5% | -3.6% | +0.5% |
| 7D | -2.1% | +2.4% | -4.5% | -2.3% |
| 30D | -8.4% | -3.5% | -4.9% | -8.1% |
| 3M | +4.3% | -11.9% | +16.3% | +5.6% |
| 6M | -11.1% | -10.0% | -1.2% | -10.4% |
| YTD | -4.7% | +42.1% | -46.8% | -8.5% |
| 1Y | -19.8% | +47.6% | -67.4% | -23.5% |
| 3Y | +4.1% | +153.6% | -149.5% | -7.1% |
| 5Y | +10.3% | +266.5% | -256.2% | -6.6% |
| 10Y | +203.2% | +1,460.4% | -1,257.3% | +130.9% |
| All | +1,501.8% | +10,316.6% | -8,814.8% | +1,064.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling