-1.4%
QXO vs HST
+135.1%
-136.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | +2.9% | +2.0% | +0.9% | +2.2% |
| 30D | -18.0% | -5.2% | -12.8% | -16.5% |
| 3M | -14.7% | -6.2% | -8.5% | -12.8% |
| 6M | -39.2% | +20.4% | -59.7% | -42.5% |
| YTD | -31.3% | +30.6% | -61.9% | -36.5% |
| 1Y | -39.7% | +37.4% | -77.0% | -45.1% |
| 3Y | -41.5% | +66.1% | -107.6% | -50.1% |
| 5Y | -67.0% | +73.7% | -140.7% | -72.7% |
| 10Y | +44.7% | +99.8% | -55.1% | +4.7% |
| All | -1.4% | +135.1% | -136.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling