+90.4%
HST vs XPO
+132.3%
-41.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +6.4% | -1.0% | +3.7% |
| 7D | +0.6% | -1.5% | +2.1% | +1.0% |
| 30D | +14.5% | +2.6% | +11.9% | +13.7% |
| 3M | +15.4% | -6.1% | +21.5% | +16.9% |
| 6M | +22.0% | -8.0% | +30.0% | +23.6% |
| YTD | +54.9% | +38.5% | +16.4% | +40.5% |
| 1Y | +54.0% | +35.0% | +19.0% | +40.3% |
| 3Y | +90.4% | +126.5% | -36.0% | +55.4% |
| All | +90.4% | +132.3% | -41.9% | +55.4% |
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