+20.6%
XHB vs XPO
+151.2%
-130.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.0% |
| 7D | -5.2% | -1.3% | -3.9% | -4.9% |
| 30D | -12.1% | -10.4% | -1.8% | -9.3% |
| 3M | -6.2% | -15.7% | +9.5% | -1.6% |
| 6M | -6.7% | -6.3% | -0.4% | -5.3% |
| YTD | -5.5% | +34.2% | -39.6% | -14.2% |
| 1Y | -15.6% | +39.9% | -55.6% | -24.9% |
| All | +20.6% | +151.2% | -130.6% | -9.7% |
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 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