+396.0%
HPE vs XPO
+261.3%
+134.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.1% | +12.5% | +12.5% |
| 7D | +19.4% | -5.7% | +25.1% | +21.5% |
| 30D | +5.6% | -12.8% | +18.4% | +10.1% |
| 3M | +33.1% | -20.0% | +53.0% | +42.1% |
| 6M | +192.5% | -6.0% | +198.5% | +196.2% |
| YTD | +160.9% | +34.0% | +126.9% | +136.3% |
| 1Y | +155.0% | +35.6% | +119.4% | +128.9% |
| 3Y | +289.4% | +152.3% | +137.1% | +186.5% |
| All | +396.0% | +261.3% | +134.7% | +199.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling