+178.7%
XHB vs XPO
+19,286.4%
-19,107.7%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.5% | -3.5% | 0.0% |
| 7D | -1.3% | +2.4% | -3.7% | -1.8% |
| 30D | -6.9% | -3.5% | -3.3% | -6.2% |
| 3M | -1.3% | -11.9% | +10.7% | +1.3% |
| 6M | -6.8% | -10.0% | +3.2% | -5.0% |
| YTD | +0.7% | +42.1% | -41.3% | -7.3% |
| 1Y | -11.2% | +47.6% | -58.8% | -19.4% |
| 3Y | +25.3% | +153.6% | -128.2% | -1.0% |
| 5Y | +37.3% | +266.5% | -229.2% | -2.5% |
| 10Y | +211.5% | +1,460.4% | -1,248.9% | +68.0% |
| All | +178.7% | +19,286.4% | -19,107.7% | +12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling