-100.0%
XHG vs SPY
+173.9%
-273.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.9% | -4.7% | -4.2% |
| 7D | -8.8% | -0.8% | -8.0% | -8.4% |
| 30D | +230.1% | -1.1% | +231.1% | +232.2% |
| 3M | +160.3% | +3.9% | +156.5% | +156.9% |
| 6M | +276.1% | +13.6% | +262.5% | +258.8% |
| YTD | +254.5% | +12.7% | +241.8% | +239.8% |
| 1Y | +179.6% | +17.5% | +162.1% | +165.1% |
| 3Y | -99.9% | +76.9% | -176.8% | -99.9% |
| 5Y | -100.0% | +83.6% | -183.6% | -100.0% |
| All | -100.0% | +173.9% | -273.9% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling