+254.7%
THC vs XPO
+163.6%
+91.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.5% | -3.9% | -0.1% |
| 7D | -0.7% | +2.4% | -3.1% | -1.1% |
| 30D | +1.3% | -3.5% | +4.8% | +1.8% |
| 3M | +64.2% | -11.9% | +76.2% | +67.1% |
| 6M | +8.3% | -10.0% | +18.2% | +9.3% |
| YTD | +33.4% | +42.1% | -8.7% | +24.4% |
| 1Y | +37.7% | +47.6% | -9.9% | +26.9% |
| All | +254.7% | +163.6% | +91.1% | +173.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling