-84.8%
HXHX vs SPY
+42.4%
-127.2%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -2.9% |
| 7D | -6.2% | -2.0% | -4.2% | -3.0% |
| 30D | -2.5% | -1.7% | -0.8% | +0.3% |
| 3M | -46.3% | +4.7% | -51.0% | -50.9% |
| 6M | +1.7% | +12.5% | -10.8% | -27.3% |
| YTD | -20.1% | +11.7% | -31.8% | -43.6% |
| 1Y | -58.9% | +17.5% | -76.4% | -73.8% |
| All | -84.8% | +42.4% | -127.2% | -94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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