+2,210.6%
HDB vs XPO
+10,316.6%
-8,105.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.5% | -4.9% | -0.9% |
| 7D | +0.4% | +2.4% | -2.0% | +0.2% |
| 30D | -2.8% | -3.5% | +0.7% | -2.5% |
| 3M | -3.5% | -11.9% | +8.4% | -2.5% |
| 6M | -24.7% | -10.0% | -14.8% | -24.2% |
| YTD | -36.6% | +42.1% | -78.6% | -39.0% |
| 1Y | -34.4% | +47.6% | -82.0% | -37.3% |
| 3Y | -24.4% | +153.6% | -178.0% | -32.9% |
| 5Y | -35.4% | +266.5% | -301.9% | -45.8% |
| 10Y | +39.5% | +1,460.4% | -1,420.9% | +2.6% |
| All | +2,210.6% | +10,316.6% | -8,105.9% | +1,411.4% |
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