+37.0%
THC vs XPO
+39.4%
-2.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.1% | +6.9% | +4.2% |
| 7D | +4.1% | -0.9% | +5.0% | +4.1% |
| 30D | +3.5% | -8.1% | +11.6% | +4.4% |
| 3M | +61.7% | -19.0% | +80.8% | +65.1% |
| 6M | +11.8% | -5.2% | +17.0% | +11.5% |
| YTD | +35.4% | +35.6% | -0.2% | +29.4% |
| 1Y | +37.0% | +41.1% | -4.1% | +32.0% |
| All | +37.0% | +39.4% | -2.4% | +32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling