+389.9%
HWM vs XPO
+159.4%
+230.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -1.6% | -9.1% | -10.3% |
| 7D | -9.2% | +2.7% | -11.8% | -9.8% |
| 30D | -17.9% | -6.2% | -11.7% | -16.7% |
| 3M | -6.0% | -15.4% | +9.4% | -2.4% |
| 6M | -7.4% | +0.7% | -8.1% | -8.3% |
| YTD | +13.1% | +39.8% | -26.7% | +2.1% |
| 1Y | +29.3% | +43.3% | -14.0% | +15.0% |
| 3Y | +389.9% | +166.0% | +223.9% | +276.5% |
| All | +389.9% | +159.4% | +230.5% | +276.5% |
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 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