+34.5%
QXO vs HBM
+619.2%
-584.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | -7.8% | -3.3% | -4.5% | -7.4% |
| 30D | -18.1% | -4.8% | -13.3% | -17.6% |
| 3M | -25.8% | -0.4% | -25.3% | -26.0% |
| 6M | -41.7% | +17.9% | -59.6% | -43.6% |
| YTD | -36.2% | +33.7% | -69.9% | -39.2% |
| 1Y | -42.1% | +95.6% | -137.7% | -47.5% |
| 3Y | -46.2% | +458.1% | -504.3% | -57.3% |
| 5Y | -70.7% | +329.0% | -399.7% | -76.8% |
| All | +34.5% | +619.2% | -584.7% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling