+1,039.2%
THC vs XPO
+1,410.5%
-371.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.1% | +6.9% | +5.0% |
| 7D | +4.1% | -0.9% | +5.0% | +4.3% |
| 30D | +3.5% | -8.1% | +11.6% | +6.5% |
| 3M | +61.7% | -19.0% | +80.8% | +73.8% |
| 6M | +11.8% | -5.2% | +17.0% | +12.1% |
| YTD | +35.4% | +35.6% | -0.2% | +16.6% |
| 1Y | +37.0% | +41.1% | -4.1% | +14.6% |
| 3Y | +260.1% | +157.9% | +102.2% | +109.5% |
| 5Y | +262.6% | +265.6% | -3.0% | +65.4% |
| 10Y | +1,039.2% | +1,516.8% | -477.6% | +206.9% |
| All | +1,039.2% | +1,410.5% | -371.3% | +206.9% |
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