+66.7%
HDB vs XPO
+1,266.4%
-1,199.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.8% | +0.1% |
| 7D | +2.7% | +9.0% | -6.2% | +1.1% |
| 30D | +14.1% | +4.2% | +10.0% | +13.1% |
| 3M | +11.8% | -8.7% | +20.5% | +13.4% |
| 6M | +8.2% | -2.8% | +10.9% | +8.0% |
| YTD | -29.3% | +41.9% | -71.2% | -34.7% |
| 1Y | -28.8% | +42.3% | -71.1% | -34.4% |
| 3Y | -7.5% | +127.3% | -134.7% | -26.3% |
| 5Y | -23.1% | +306.4% | -329.4% | -48.9% |
| All | +66.7% | +1,266.4% | -1,199.7% | -17.7% |
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