+160.8%
XHS vs SPY
+312.5%
-151.7%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.8% |
| 7D | +0.1% | -0.4% | +0.5% | +0.4% |
| 30D | -0.7% | -1.4% | +0.7% | +0.6% |
| 3M | +13.3% | +3.7% | +9.6% | +9.3% |
| 6M | +27.2% | +13.0% | +14.2% | +13.1% |
| YTD | +27.1% | +12.4% | +14.7% | +13.5% |
| 1Y | +36.8% | +18.5% | +18.2% | +16.1% |
| 3Y | +59.4% | +77.6% | -18.2% | -9.9% |
| 5Y | +23.7% | +81.7% | -58.0% | -31.6% |
| 10Y | +160.8% | +319.7% | -158.9% | -38.9% |
| All | +160.8% | +312.5% | -151.7% | -38.9% |
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