-37.8%
HDB vs XPO
+262.4%
-300.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -1.3% |
| 7D | -4.9% | -0.9% | -3.9% | -4.7% |
| 30D | -5.8% | -8.1% | +2.3% | -4.7% |
| 3M | -5.2% | -19.0% | +13.8% | -2.4% |
| 6M | -25.7% | -5.2% | -20.5% | -25.5% |
| YTD | -39.6% | +35.6% | -75.1% | -42.7% |
| 1Y | -36.9% | +41.1% | -78.0% | -40.9% |
| 3Y | -29.7% | +157.9% | -187.6% | -44.4% |
| 5Y | -37.8% | +265.6% | -303.4% | -57.6% |
| All | -37.8% | +262.4% | -300.2% | -57.6% |
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