+90.3%
HYG vs QXO
-8.4%
+98.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -0.7% | -7.8% | +7.1% | -0.7% |
| 30D | -0.7% | -18.1% | +17.4% | -0.7% |
| 3M | -0.2% | -25.8% | +25.6% | -0.1% |
| 6M | +1.4% | -41.7% | +43.1% | +1.5% |
| YTD | +1.5% | -36.2% | +37.6% | +1.5% |
| 1Y | +2.9% | -42.1% | +45.0% | +3.0% |
| 3Y | +25.6% | -46.2% | +71.8% | +24.9% |
| 5Y | +18.6% | -70.7% | +89.3% | +17.8% |
| 10Y | +55.7% | +36.5% | +19.2% | +53.9% |
| All | +90.3% | -8.4% | +98.7% | +84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling