+228.7%
HL vs XPO
+261.3%
-32.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -4.4% | -5.7% | +1.3% | -3.1% |
| 30D | +9.3% | -12.8% | +22.1% | +12.7% |
| 3M | +32.0% | -20.0% | +52.0% | +38.6% |
| 6M | -6.4% | -6.0% | -0.4% | -5.7% |
| YTD | +3.1% | +34.0% | -30.9% | -3.9% |
| 1Y | +77.6% | +35.6% | +42.0% | +64.5% |
| 3Y | +392.8% | +152.3% | +240.5% | +268.6% |
| All | +228.7% | +261.3% | -32.6% | +80.2% |
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