-4.0%
QXO vs HWM
+1,323.5%
-1,327.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -10.7% | +10.0% | +0.7% |
| 7D | +2.9% | -9.2% | +12.0% | +4.1% |
| 30D | -18.0% | -17.9% | -0.1% | -16.0% |
| 3M | -14.7% | -6.0% | -8.7% | -14.1% |
| 6M | -39.2% | -7.4% | -31.9% | -38.6% |
| YTD | -31.3% | +13.1% | -44.4% | -32.1% |
| 1Y | -39.7% | +29.3% | -69.0% | -41.1% |
| 3Y | -41.5% | +389.9% | -431.4% | -53.9% |
| 5Y | -67.0% | +655.5% | -722.5% | -75.9% |
| All | -4.0% | +1,323.5% | -1,327.5% | -30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling