+1,900.5%
THC vs XPO
+1,356.2%
+544.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +8.8% | -1.5% | +10.4% | +9.3% |
| 30D | +10.0% | +2.6% | +7.5% | +8.6% |
| 3M | +11.7% | -6.1% | +17.8% | +13.5% |
| 6M | +52.5% | -8.0% | +60.4% | +55.1% |
| YTD | +46.1% | +38.5% | +7.6% | +24.0% |
| 1Y | +49.1% | +35.0% | +14.1% | +27.3% |
| 3Y | +439.6% | +126.5% | +313.2% | +233.1% |
| 5Y | +263.2% | +315.4% | -52.3% | +54.6% |
| 10Y | +1,900.5% | +1,272.1% | +628.3% | +416.5% |
| All | +1,900.5% | +1,356.2% | +544.3% | +416.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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