+1,581.2%
HWM vs XPO
+1,511.9%
+69.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.5% | +1.5% |
| 7D | -8.0% | -0.9% | -7.1% | -7.8% |
| 30D | -18.0% | -8.1% | -9.9% | -15.9% |
| 3M | -9.5% | -19.0% | +9.5% | -3.7% |
| 6M | -8.4% | -5.2% | -3.2% | -7.9% |
| YTD | +13.6% | +35.6% | -21.9% | +0.4% |
| 1Y | +30.2% | +41.1% | -10.9% | +12.3% |
| 3Y | +392.2% | +157.9% | +234.3% | +223.8% |
| 5Y | +645.2% | +265.6% | +379.6% | +303.4% |
| All | +1,581.2% | +1,511.9% | +69.3% | +452.0% |
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