+575.2%
HLT vs XPO
+1,516.3%
-941.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -1.6% | -5.7% | +4.1% | 0.0% |
| 30D | -5.0% | -12.8% | +7.8% | -1.4% |
| 3M | -10.4% | -20.0% | +9.6% | -5.0% |
| 6M | +3.2% | -6.0% | +9.3% | +4.1% |
| YTD | +6.7% | +34.0% | -27.3% | -4.0% |
| 1Y | +10.3% | +35.6% | -25.3% | -1.9% |
| 3Y | +99.3% | +152.3% | -53.0% | +39.2% |
| 5Y | +143.7% | +264.4% | -120.7% | +42.5% |
| All | +575.2% | +1,516.3% | -941.1% | +181.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling