+563.1%
HPE vs XPO
+1,516.3%
-953.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.1% | +12.5% | +12.5% |
| 7D | +19.4% | -5.7% | +25.1% | +21.4% |
| 30D | +5.6% | -12.8% | +18.4% | +9.9% |
| 3M | +33.1% | -20.0% | +53.0% | +41.6% |
| 6M | +192.5% | -6.0% | +198.5% | +196.1% |
| YTD | +160.9% | +34.0% | +126.9% | +137.1% |
| 1Y | +155.0% | +35.6% | +119.4% | +129.6% |
| 3Y | +289.4% | +152.3% | +137.1% | +184.7% |
| 5Y | +395.7% | +264.4% | +131.3% | +209.4% |
| All | +563.1% | +1,516.3% | -953.2% | +170.8% |
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