+34.5%
QXO vs HIG
+313.7%
-279.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -7.8% | -1.5% | -6.3% | -7.6% |
| 30D | -18.1% | -0.4% | -17.7% | -18.1% |
| 3M | -25.8% | +6.7% | -32.4% | -26.6% |
| 6M | -41.7% | +2.0% | -43.7% | -42.0% |
| YTD | -36.2% | +0.3% | -36.5% | -36.4% |
| 1Y | -42.1% | +4.2% | -46.3% | -42.6% |
| 3Y | -46.2% | +102.2% | -148.4% | -51.8% |
| 5Y | -70.7% | +118.5% | -189.2% | -74.2% |
| All | +34.5% | +313.7% | -279.2% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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