+177.1%
XHB vs SPY
+771.0%
-594.0%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.2% |
| 7D | -0.2% | +2.6% | -2.8% | -3.3% |
| 30D | +9.9% | -2.0% | +11.9% | +12.5% |
| 3M | -6.3% | -2.8% | -3.5% | -3.1% |
| 6M | +3.8% | +2.1% | +1.7% | +1.1% |
| YTD | +0.1% | +11.5% | -11.4% | -12.5% |
| 1Y | -0.8% | +13.5% | -14.3% | -15.2% |
| 3Y | +35.6% | +77.7% | -42.1% | -34.6% |
| 5Y | +29.6% | +72.6% | -43.1% | -34.5% |
| 10Y | +237.5% | +308.2% | -70.6% | -43.1% |
| All | +177.1% | +771.0% | -594.0% | -79.8% |
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 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