-70.8%
QXO vs HST
+72.0%
-142.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.6% |
| 7D | -8.7% | +0.7% | -9.4% | -9.0% |
| 30D | -21.0% | -0.7% | -20.3% | -20.7% |
| 3M | -18.4% | -4.0% | -14.4% | -16.5% |
| 6M | -43.0% | +20.7% | -63.7% | -48.1% |
| YTD | -36.3% | +31.0% | -67.3% | -44.2% |
| 1Y | -42.8% | +36.2% | -79.0% | -50.8% |
| 3Y | -45.8% | +66.6% | -112.4% | -58.2% |
| 5Y | -70.8% | +75.8% | -146.6% | -79.4% |
| All | -70.8% | +72.0% | -142.8% | -79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling