-8.6%
QXO vs HIG
+804.9%
-813.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.3% |
| 7D | -8.7% | -2.3% | -6.4% | -8.5% |
| 30D | -21.0% | -1.2% | -19.8% | -20.9% |
| 3M | -18.4% | +6.3% | -24.7% | -19.0% |
| 6M | -43.0% | +0.6% | -43.6% | -43.1% |
| YTD | -36.3% | +0.6% | -36.9% | -36.4% |
| 1Y | -42.8% | +6.1% | -48.9% | -43.2% |
| 3Y | -45.8% | +102.0% | -147.7% | -49.2% |
| 5Y | -70.8% | +119.2% | -190.0% | -72.8% |
| 10Y | +36.3% | +312.5% | -276.2% | +27.2% |
| All | -8.6% | +804.9% | -813.5% | -1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling