+996.2%
HXL vs SPY
+3,059.5%
-2,063.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.4% |
| 7D | -1.4% | -0.4% | -1.1% | -1.0% |
| 30D | -10.3% | -1.4% | -8.9% | -8.8% |
| 3M | -2.7% | +3.7% | -6.4% | -6.8% |
| 6M | +4.4% | +13.0% | -8.6% | -9.5% |
| YTD | +23.1% | +12.4% | +10.7% | +7.1% |
| 1Y | +45.0% | +18.5% | +26.5% | +18.6% |
| 3Y | +33.1% | +77.6% | -44.5% | -32.5% |
| 5Y | +73.6% | +81.7% | -8.1% | -14.2% |
| 10Y | +120.4% | +319.7% | -199.3% | -57.8% |
| All | +996.2% | +3,059.5% | -2,063.3% | -52.1% |
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