+67.5%
HXL vs SPY
+82.3%
-14.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.9% | +2.4% | +2.3% |
| 7D | +0.8% | -0.8% | +1.6% | +1.7% |
| 30D | -9.4% | -1.1% | -8.3% | -8.3% |
| 3M | -4.6% | +3.9% | -8.4% | -8.5% |
| 6M | +10.0% | +13.6% | -3.6% | -4.1% |
| YTD | +26.2% | +12.7% | +13.5% | +10.9% |
| 1Y | +49.4% | +17.5% | +31.9% | +25.4% |
| 3Y | +35.8% | +76.9% | -41.1% | -26.5% |
| All | +67.5% | +82.3% | -14.8% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling