+634.9%
HLT vs XEL
+311.2%
+323.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.6% | -0.3% | -1.3% | -1.6% |
| 30D | -5.0% | -3.9% | -1.1% | -4.2% |
| 3M | -10.4% | -2.8% | -7.6% | -9.9% |
| 6M | +3.2% | -5.4% | +8.6% | +4.2% |
| YTD | +6.7% | +3.8% | +3.0% | +5.6% |
| 1Y | +10.3% | +6.8% | +3.4% | +8.3% |
| 3Y | +99.3% | +45.6% | +53.7% | +81.7% |
| 5Y | +143.7% | +30.7% | +113.0% | +126.2% |
| 10Y | +584.7% | +151.7% | +433.0% | +464.4% |
| All | +634.9% | +311.2% | +323.7% | +439.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling