+34.5%
QXO vs HDB
+42.1%
-7.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.9% | -6.7% | -2.5% |
| 7D | -7.8% | +0.7% | -8.5% | -8.1% |
| 30D | -18.1% | +1.0% | -19.1% | -18.6% |
| 3M | -25.8% | -2.0% | -23.8% | -25.5% |
| 6M | -41.7% | -18.1% | -23.6% | -37.3% |
| YTD | -36.2% | -36.1% | -0.1% | -25.2% |
| 1Y | -42.1% | -34.0% | -8.0% | -33.1% |
| 3Y | -46.2% | -26.7% | -19.5% | -41.4% |
| 5Y | -70.7% | -33.9% | -36.8% | -67.8% |
| All | +34.5% | +42.1% | -7.6% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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