+666.4%
HPE vs QXO
-8.6%
+675.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.3% | -2.9% | -6.2% |
| 7D | +1.4% | -8.7% | +10.1% | +1.6% |
| 30D | +1.5% | -21.0% | +22.5% | +2.0% |
| 3M | +21.7% | -18.4% | +40.1% | +22.1% |
| 6M | +164.2% | -43.0% | +207.2% | +166.4% |
| YTD | +132.1% | -36.3% | +168.3% | +133.4% |
| 1Y | +130.6% | -42.8% | +173.4% | +132.3% |
| 3Y | +244.1% | -45.8% | +289.9% | +236.9% |
| 5Y | +340.8% | -70.8% | +411.6% | +332.2% |
| 10Y | +500.2% | +36.3% | +463.9% | +451.3% |
| All | +666.4% | -8.6% | +675.0% | +604.3% |
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