+210.8%
XHS vs SPY
+311.8%
-100.9%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -1.0% |
| 7D | -1.1% | -0.9% | -0.2% | -0.4% |
| 30D | +7.7% | -2.4% | +10.1% | +9.9% |
| 3M | +10.7% | -1.2% | +11.9% | +11.7% |
| 6M | +32.8% | +3.3% | +29.5% | +28.2% |
| YTD | +38.5% | +12.3% | +26.2% | +23.6% |
| 1Y | +42.6% | +12.4% | +30.2% | +27.1% |
| 3Y | +86.9% | +78.8% | +8.1% | +5.0% |
| 5Y | +35.7% | +75.2% | -39.5% | -22.2% |
| 10Y | +210.8% | +311.1% | -100.3% | -20.6% |
| All | +210.8% | +311.8% | -100.9% | -20.6% |
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