+514.4%
XHS vs SPY
+752.3%
-237.9%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | +1.3% | +0.1% | +1.3% | +1.3% |
| 3M | +16.8% | +2.0% | +14.8% | +14.4% |
| 6M | +24.6% | +13.0% | +11.5% | +11.1% |
| YTD | +27.0% | +13.5% | +13.5% | +12.7% |
| 1Y | +36.9% | +20.0% | +16.9% | +15.5% |
| 3Y | +53.9% | +77.2% | -23.3% | -10.9% |
| 5Y | +21.8% | +81.9% | -60.1% | -31.2% |
| 10Y | +156.1% | +314.1% | -157.9% | -30.4% |
| All | +514.4% | +752.3% | -237.9% | +2.6% |
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 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