+34.5%
QXO vs HST
+110.3%
-75.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | -7.8% | +0.9% | -8.7% | -8.1% |
| 30D | -18.1% | -2.5% | -15.6% | -17.3% |
| 3M | -25.8% | -5.1% | -20.6% | -24.3% |
| 6M | -41.7% | +21.6% | -63.3% | -45.4% |
| YTD | -36.2% | +31.6% | -67.8% | -41.7% |
| 1Y | -42.1% | +36.1% | -78.2% | -47.7% |
| 3Y | -46.2% | +66.5% | -112.6% | -54.9% |
| 5Y | -70.7% | +76.6% | -147.3% | -76.4% |
| All | +34.5% | +110.3% | -75.9% | -33.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling