+178.7%
XHB vs SPY
+787.1%
-608.4%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.4% |
| 7D | -1.3% | +0.1% | -1.4% | -1.4% |
| 30D | -6.9% | +0.1% | -6.9% | -6.9% |
| 3M | -1.3% | +2.0% | -3.3% | -3.7% |
| 6M | -6.8% | +13.0% | -19.8% | -19.7% |
| YTD | +0.7% | +13.5% | -12.8% | -13.8% |
| 1Y | -11.2% | +20.0% | -31.2% | -29.2% |
| 3Y | +25.3% | +77.2% | -51.9% | -39.1% |
| 5Y | +37.3% | +81.9% | -44.6% | -34.9% |
| 10Y | +211.5% | +314.1% | -102.5% | -48.3% |
| All | +178.7% | +787.1% | -608.4% | -80.1% |
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