+1,450.2%
XPO vs HRB
+209.1%
+1,241.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | -5.7% | -8.0% | +2.4% | -3.0% |
| 30D | -12.8% | -16.0% | +3.2% | -7.8% |
| 3M | -20.0% | +26.9% | -46.8% | -27.5% |
| 6M | -6.0% | +51.1% | -57.2% | -21.7% |
| YTD | +34.0% | +7.1% | +27.0% | +26.2% |
| 1Y | +35.6% | -9.6% | +45.2% | +35.9% |
| 3Y | +152.3% | +25.4% | +126.9% | +109.4% |
| 5Y | +264.4% | +114.9% | +149.4% | +129.2% |
| All | +1,450.2% | +209.1% | +1,241.0% | +655.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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