+11,066.6%
XPO vs HRB
+397.8%
+10,668.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.0% | +8.5% | +5.5% |
| 7D | +2.4% | -5.7% | +8.1% | +3.9% |
| 30D | -3.5% | +7.9% | -11.4% | -5.9% |
| 3M | -11.9% | +32.1% | -44.1% | -18.9% |
| 6M | -10.0% | +62.2% | -72.2% | -22.6% |
| YTD | +42.1% | +16.4% | +25.7% | +32.8% |
| 1Y | +47.6% | -0.3% | +47.9% | +43.4% |
| 3Y | +153.6% | +36.0% | +117.5% | +120.2% |
| 5Y | +266.5% | +125.2% | +141.3% | +172.0% |
| 10Y | +1,460.4% | +237.7% | +1,222.8% | +910.4% |
| All | +11,066.6% | +397.8% | +10,668.8% | +8,508.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling