+1,520.0%
HWM vs XPO
+1,553.5%
-33.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.8% | +2.1% |
| 7D | +5.0% | +0.5% | +4.5% | +4.8% |
| 30D | +1.5% | +4.7% | -3.2% | -0.1% |
| 3M | -20.3% | -7.1% | -13.2% | -18.7% |
| 6M | -18.0% | -6.3% | -11.8% | -17.1% |
| YTD | +9.5% | +39.1% | -29.6% | -4.2% |
| 1Y | +7.5% | +36.7% | -29.2% | -5.8% |
| 3Y | +355.7% | +127.4% | +228.2% | +215.5% |
| 5Y | +610.2% | +315.0% | +295.2% | +268.2% |
| 10Y | +1,516.8% | +1,263.5% | +253.3% | +449.0% |
| All | +1,520.0% | +1,553.5% | -33.4% | +426.8% |
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