+304.5%
HST vs XPO
+10,316.6%
-10,012.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.5% | -4.2% | -0.5% |
| 7D | -1.0% | +2.4% | -3.4% | -1.5% |
| 30D | -12.3% | -3.5% | -8.7% | -11.8% |
| 3M | -6.4% | -11.9% | +5.6% | -4.5% |
| 6M | +15.0% | -10.0% | +25.0% | +16.6% |
| YTD | +30.5% | +42.1% | -11.6% | +21.5% |
| 1Y | +35.7% | +47.6% | -11.9% | +24.8% |
| 3Y | +68.4% | +153.6% | -85.2% | +37.6% |
| 5Y | +73.1% | +266.5% | -193.4% | +29.2% |
| 10Y | +92.7% | +1,460.4% | -1,367.7% | +14.2% |
| All | +304.5% | +10,316.6% | -10,012.0% | +83.7% |
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