+196.6%
XHS vs SPY
+307.0%
-110.5%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.2% |
| 7D | +0.6% | +2.6% | -2.0% | -1.7% |
| 30D | +5.2% | -2.0% | +7.2% | +7.0% |
| 3M | +8.0% | -2.8% | +10.8% | +10.6% |
| 6M | +27.6% | +2.1% | +25.5% | +24.5% |
| YTD | +36.2% | +11.5% | +24.7% | +22.3% |
| 1Y | +43.1% | +13.5% | +29.7% | +26.4% |
| 3Y | +82.7% | +77.7% | +5.0% | +3.2% |
| 5Y | +32.9% | +72.6% | -39.7% | -22.7% |
| All | +196.6% | +307.0% | -110.5% | -24.2% |
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