-35.8%
QXO vs USHY
+49.7%
-85.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.1% |
| 7D | -7.8% | -0.7% | -7.1% | -7.0% |
| 30D | -18.1% | -0.7% | -17.4% | -17.3% |
| 3M | -25.8% | +0.1% | -25.8% | -25.6% |
| 6M | -41.7% | +1.8% | -43.5% | -42.5% |
| YTD | -36.2% | +1.8% | -38.0% | -36.9% |
| 1Y | -42.1% | +3.3% | -45.4% | -43.6% |
| 3Y | -46.2% | +27.0% | -73.1% | -57.5% |
| 5Y | -70.7% | +21.0% | -91.7% | -75.3% |
| All | -35.8% | +49.7% | -85.5% | -56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling