+2,493.7%
HDB vs XPO
+10,095.4%
-7,601.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | +0.1% |
| 7D | +6.9% | +0.5% | +6.4% | +6.9% |
| 30D | +15.2% | +4.7% | +10.5% | +14.6% |
| 3M | +11.7% | -7.1% | +18.8% | +12.4% |
| 6M | +7.5% | -6.3% | +13.8% | +7.9% |
| YTD | -28.8% | +39.1% | -67.9% | -31.5% |
| 1Y | -29.1% | +36.7% | -65.8% | -31.7% |
| 3Y | -7.0% | +127.4% | -134.4% | -16.6% |
| 5Y | -22.1% | +315.0% | -337.0% | -35.4% |
| 10Y | +64.9% | +1,263.5% | -1,198.6% | +22.2% |
| All | +2,493.7% | +10,095.4% | -7,601.7% | +1,598.6% |
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 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