+559.8%
XHS vs SPY
+739.9%
-180.1%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.2% |
| 7D | -1.1% | +3.3% | -4.4% | -4.0% |
| 30D | +6.4% | -2.7% | +9.1% | +8.9% |
| 3M | +8.3% | -1.7% | +10.0% | +9.7% |
| 6M | +28.3% | +3.1% | +25.2% | +24.2% |
| YTD | +36.4% | +11.9% | +24.5% | +22.4% |
| 1Y | +40.9% | +12.0% | +28.9% | +26.3% |
| 3Y | +84.1% | +78.2% | +5.9% | +5.7% |
| 5Y | +33.1% | +73.2% | -40.2% | -21.5% |
| 10Y | +206.1% | +309.6% | -103.5% | -16.2% |
| All | +559.8% | +739.9% | -180.1% | +11.4% |
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