+1,644.1%
THC vs XPO
+1,266.4%
+377.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -1.1% |
| 7D | +1.0% | +9.0% | -8.0% | -2.3% |
| 30D | +5.3% | +4.2% | +1.1% | +3.4% |
| 3M | +7.1% | -8.7% | +15.8% | +10.0% |
| 6M | +46.0% | -2.8% | +48.8% | +45.5% |
| YTD | +43.9% | +41.9% | +2.1% | +21.2% |
| 1Y | +45.4% | +42.3% | +3.1% | +21.8% |
| 3Y | +421.3% | +127.3% | +294.0% | +222.6% |
| 5Y | +261.5% | +306.4% | -44.9% | +56.7% |
| All | +1,644.1% | +1,266.4% | +377.7% | +388.5% |
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