+677.7%
HPE vs XPO
+1,827.5%
-1,149.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.6% | +9.3% | +8.2% |
| 7D | +10.1% | +2.7% | +7.5% | +9.1% |
| 30D | +5.3% | -6.2% | +11.5% | +7.2% |
| 3M | +12.7% | -15.4% | +28.1% | +18.0% |
| 6M | +167.7% | +0.7% | +166.9% | +165.6% |
| YTD | +135.5% | +39.8% | +95.6% | +111.6% |
| 1Y | +143.4% | +43.3% | +100.1% | +116.0% |
| 3Y | +249.2% | +166.0% | +83.1% | +152.3% |
| 5Y | +343.8% | +274.2% | +69.7% | +176.4% |
| 10Y | +495.9% | +1,429.0% | -933.2% | +135.8% |
| All | +677.7% | +1,827.5% | -1,149.9% | +173.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling