+1.2%
HYG vs QXO
-31.5%
+32.7%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.1% | +7.7% | 0.0% |
| 7D | -0.4% | +2.3% | -2.7% | -0.5% |
| 30D | 0.0% | -3.9% | +3.9% | +0.1% |
| 3M | -2.3% | -26.8% | +24.5% | -1.4% |
| 6M | -1.3% | -38.3% | +37.0% | -0.1% |
| YTD | -0.3% | -39.7% | +39.4% | +0.7% |
| 1Y | +1.2% | -29.4% | +30.6% | +1.4% |
| All | +1.2% | -31.5% | +32.7% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 1y: compounded portfolio wealth divided by compounded QXO 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…
1y analysis · Full analysis span regression · 6 months rolling