+2.1%
HD vs XEL
+47.8%
-45.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -1.8% | +0.9% | -2.7% | -2.1% |
| 30D | -10.8% | -0.9% | -10.0% | -10.7% |
| 3M | -2.7% | -1.4% | -1.3% | -2.3% |
| 6M | -10.3% | -5.8% | -4.5% | -9.0% |
| YTD | -7.8% | +4.7% | -12.5% | -8.8% |
| 1Y | -23.1% | +9.1% | -32.2% | -24.7% |
| All | +2.1% | +47.8% | -45.7% | -5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling