+1,463.9%
HWM vs XPO
+1,545.0%
-81.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.3% | -1.2% | +3.0% |
| 7D | +1.6% | -1.9% | +3.5% | +2.3% |
| 30D | -3.9% | +2.5% | -6.4% | -4.8% |
| 3M | -23.2% | -7.2% | -16.1% | -21.6% |
| 6M | -20.0% | -8.1% | -11.9% | -18.6% |
| YTD | +5.7% | +38.3% | -32.6% | -7.4% |
| 1Y | +4.9% | +33.6% | -28.7% | -7.4% |
| 3Y | +347.0% | +133.1% | +213.9% | +206.7% |
| 5Y | +563.0% | +308.9% | +254.1% | +245.6% |
| 10Y | +1,579.2% | +1,371.8% | +207.4% | +462.4% |
| All | +1,463.9% | +1,545.0% | -81.1% | +409.4% |
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 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