+396.0%
HPE vs QXO
-70.1%
+466.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +33.6% |
| 6M | +192.5% | -41.7% | +234.2% | +194.6% |
| YTD | +160.9% | -36.2% | +197.1% | +162.4% |
| 1Y | +155.0% | -42.1% | +197.1% | +156.6% |
| 3Y | +289.4% | -46.2% | +335.6% | +291.6% |
| All | +396.0% | -70.1% | +466.1% | +387.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling