+246.3%
HPE vs XPO
+151.2%
+95.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.0% | -5.2% | -5.9% |
| 7D | +1.4% | -1.3% | +2.8% | +1.7% |
| 30D | +1.5% | -10.4% | +11.9% | +5.4% |
| 3M | +21.7% | -15.7% | +37.4% | +28.7% |
| 6M | +164.2% | -6.3% | +170.5% | +168.0% |
| YTD | +132.1% | +34.2% | +97.9% | +107.0% |
| 1Y | +130.6% | +39.9% | +90.7% | +101.5% |
| All | +246.3% | +151.2% | +95.1% | +160.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling