+243.8%
HPQ vs XPO
+1,516.3%
-1,272.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.1% | +8.5% | +8.4% |
| 7D | +9.8% | -5.7% | +15.4% | +11.5% |
| 30D | +22.4% | -12.8% | +35.2% | +26.9% |
| 3M | +45.2% | -20.0% | +65.1% | +54.1% |
| 6M | +96.4% | -6.0% | +102.5% | +97.9% |
| YTD | +65.4% | +34.0% | +31.3% | +49.0% |
| 1Y | +31.6% | +35.6% | -4.0% | +17.5% |
| 3Y | +37.0% | +152.3% | -115.3% | -2.5% |
| 5Y | +53.0% | +264.4% | -211.4% | -7.9% |
| All | +243.8% | +1,516.3% | -1,272.5% | +43.5% |
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