-100.0%
XHG vs SPY
+174.5%
-274.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.5% | -6.7% | -7.0% |
| 7D | -12.5% | +0.5% | -13.1% | -12.7% |
| 30D | +216.5% | -0.9% | +217.4% | +218.5% |
| 3M | +219.8% | +3.9% | +215.9% | +215.5% |
| 6M | +296.1% | +14.5% | +281.6% | +277.2% |
| YTD | +260.3% | +12.9% | +247.4% | +245.1% |
| 1Y | +228.0% | +19.4% | +208.6% | +209.4% |
| 3Y | -99.9% | +78.5% | -178.4% | -99.9% |
| 5Y | -100.0% | +81.8% | -181.7% | -100.0% |
| All | -100.0% | +174.5% | -274.5% | -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 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