+208.9%
XHB vs XPO
+1,516.3%
-1,307.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -4.6% | -5.7% | +1.0% | -2.8% |
| 30D | -9.1% | -12.8% | +3.7% | -5.1% |
| 3M | -8.6% | -20.0% | +11.4% | -2.1% |
| 6M | -4.0% | -6.0% | +2.0% | -2.6% |
| YTD | -3.9% | +34.0% | -38.0% | -13.9% |
| 1Y | -16.5% | +35.6% | -52.0% | -25.9% |
| 3Y | +22.6% | +152.3% | -129.7% | -15.8% |
| 5Y | +33.9% | +264.4% | -230.4% | -23.2% |
| All | +208.9% | +1,516.3% | -1,307.4% | +13.7% |
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