+1,547.2%
HWM vs XEL
+144.6%
+1,402.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.6% |
| 7D | -12.5% | -1.2% | -11.3% | -12.1% |
| 30D | -19.0% | -2.9% | -16.1% | -18.1% |
| 3M | -8.6% | -2.7% | -5.9% | -7.8% |
| 6M | -10.2% | -6.5% | -3.6% | -8.2% |
| YTD | +11.3% | +3.6% | +7.7% | +9.1% |
| 1Y | +24.3% | +7.5% | +16.8% | +19.7% |
| 3Y | +382.3% | +46.3% | +335.9% | +298.8% |
| 5Y | +640.6% | +30.5% | +610.1% | +538.6% |
| All | +1,547.2% | +144.6% | +1,402.6% | +1,191.1% |
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