+107.0%
HST vs XPO
+1,410.5%
-1,303.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +2.9% | +0.8% |
| 7D | -0.3% | -0.9% | +0.6% | -0.1% |
| 30D | -2.8% | -8.1% | +5.3% | -0.4% |
| 3M | -6.5% | -19.0% | +12.6% | -0.7% |
| 6M | +20.7% | -5.2% | +25.9% | +21.4% |
| YTD | +30.5% | +35.6% | -5.1% | +16.2% |
| 1Y | +36.8% | +41.1% | -4.3% | +19.1% |
| 3Y | +65.9% | +157.9% | -92.0% | +12.1% |
| 5Y | +73.9% | +265.6% | -191.7% | -2.0% |
| 10Y | +107.0% | +1,516.8% | -1,409.8% | -17.5% |
| All | +107.0% | +1,410.5% | -1,303.4% | -17.5% |
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