+208.1%
HD vs XEL
+153.9%
+54.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | -1.8% | +0.9% | -2.7% | -2.2% |
| 30D | -10.8% | -0.9% | -10.0% | -10.6% |
| 3M | -2.7% | -1.4% | -1.3% | -2.2% |
| 6M | -10.3% | -5.8% | -4.5% | -8.2% |
| YTD | -7.8% | +4.7% | -12.5% | -10.0% |
| 1Y | -23.1% | +9.1% | -32.2% | -26.5% |
| 3Y | +2.0% | +47.8% | -45.8% | -16.8% |
| 5Y | +6.2% | +29.0% | -22.8% | -8.5% |
| All | +208.1% | +153.9% | +54.2% | +140.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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