-25.0%
QXO vs HST
+76.4%
-101.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.3% | +6.8% | +6.7% |
| 7D | +16.6% | +3.3% | +13.3% | +12.7% |
| 30D | +6.6% | +16.4% | -9.8% | -9.2% |
| 3M | -17.5% | +5.5% | -22.9% | -22.3% |
| 6M | -33.8% | +31.1% | -64.9% | -51.0% |
| YTD | -34.4% | +55.9% | -90.3% | -57.2% |
| 1Y | -25.0% | +75.6% | -100.6% | -54.8% |
| All | -25.0% | +76.4% | -101.3% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 1y: compounded portfolio wealth divided by compounded HST 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…
1y analysis · Full analysis span regression · 6 months rolling