-10.8%
QXO vs HWM
+1,311.7%
-1,322.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | +0.1% |
| 7D | -7.8% | -11.4% | +3.6% | -6.4% |
| 30D | -18.1% | -18.5% | +0.4% | -16.0% |
| 3M | -25.8% | -13.2% | -12.6% | -24.5% |
| 6M | -41.7% | -8.7% | -33.0% | -41.0% |
| YTD | -36.2% | +12.2% | -48.3% | -36.8% |
| 1Y | -42.1% | +24.9% | -67.0% | -43.3% |
| 3Y | -46.2% | +383.9% | -430.1% | -57.5% |
| 5Y | -70.7% | +646.1% | -716.9% | -78.6% |
| All | -10.8% | +1,311.7% | -1,322.5% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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