+634.9%
HLT vs QXO
-23.7%
+658.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -1.6% | -7.8% | +6.2% | -1.5% |
| 30D | -5.0% | -18.1% | +13.1% | -4.8% |
| 3M | -10.4% | -25.8% | +15.4% | -10.1% |
| 6M | +3.2% | -41.7% | +45.0% | +3.8% |
| YTD | +6.7% | -36.2% | +42.9% | +7.2% |
| 1Y | +10.3% | -42.1% | +52.4% | +10.8% |
| 3Y | +99.3% | -46.2% | +145.5% | +92.8% |
| 5Y | +143.7% | -70.7% | +214.4% | +135.8% |
| 10Y | +584.7% | +36.5% | +548.2% | +546.5% |
| All | +634.9% | -23.7% | +658.6% | +615.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling