-44.4%
QXO vs HST
+65.3%
-109.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -3.9% | -4.0% |
| 7D | -3.9% | -0.3% | -3.5% | -3.6% |
| 30D | -17.4% | -2.8% | -14.6% | -15.6% |
| 3M | -22.5% | -6.5% | -16.0% | -18.2% |
| 6M | -41.4% | +20.7% | -62.1% | -49.3% |
| YTD | -34.1% | +30.5% | -64.6% | -46.1% |
| 1Y | -40.8% | +36.8% | -77.6% | -53.3% |
| All | -44.4% | +65.3% | -109.7% | -69.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling