+575.2%
HLT vs QXO
+34.5%
+540.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -1.6% | -7.8% | +6.2% | -1.4% |
| 30D | -5.0% | -18.1% | +13.1% | -4.7% |
| 3M | -10.4% | -25.8% | +15.4% | -9.9% |
| 6M | +3.2% | -41.7% | +45.0% | +4.2% |
| YTD | +6.7% | -36.2% | +42.9% | +7.5% |
| 1Y | +10.3% | -42.1% | +52.4% | +11.1% |
| 3Y | +99.3% | -46.2% | +145.5% | +87.6% |
| 5Y | +143.7% | -70.7% | +214.4% | +129.7% |
| All | +575.2% | +34.5% | +540.8% | +481.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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