+563.1%
HPE vs QXO
+34.5%
+528.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.2% | +12.3% | +12.4% |
| 7D | +19.4% | -7.8% | +27.2% | +19.6% |
| 30D | +5.6% | -18.1% | +23.7% | +6.0% |
| 3M | +33.1% | -25.8% | +58.8% | +33.7% |
| 6M | +192.5% | -41.7% | +234.2% | +194.8% |
| YTD | +160.9% | -36.2% | +197.1% | +162.5% |
| 1Y | +155.0% | -42.1% | +197.1% | +156.8% |
| 3Y | +289.4% | -46.2% | +335.6% | +281.2% |
| 5Y | +395.7% | -70.7% | +466.4% | +385.9% |
| All | +563.1% | +34.5% | +528.6% | +520.1% |
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