-35.3%
QXO vs USHY
+4.6%
-39.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.6% |
| 7D | -1.3% | -0.1% | -1.1% | -0.1% |
| 30D | -16.0% | +0.1% | -16.1% | -16.3% |
| 3M | -17.7% | +0.8% | -18.6% | -22.1% |
| 6M | -42.6% | +1.7% | -44.3% | -48.2% |
| YTD | -30.8% | +2.5% | -33.3% | -41.0% |
| 1Y | -35.3% | +4.4% | -39.7% | -49.4% |
| All | -35.3% | +4.6% | -39.9% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 1y: compounded portfolio wealth divided by compounded USHY 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…
1y analysis · Full analysis span regression · 6 months rolling