+30.5%
XEL vs HBM
+336.0%
-305.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.5% | +6.5% | -0.7% |
| 7D | -1.2% | -3.7% | +2.5% | -1.1% |
| 30D | -2.9% | -3.7% | +0.8% | -2.8% |
| 3M | -2.7% | +8.0% | -10.7% | -3.2% |
| 6M | -6.5% | +15.8% | -22.3% | -7.6% |
| YTD | +3.6% | +34.4% | -30.7% | +1.5% |
| 1Y | +7.5% | +98.2% | -90.7% | +3.2% |
| 3Y | +46.3% | +476.6% | -430.2% | +29.5% |
| 5Y | +30.5% | +331.1% | -300.6% | +15.4% |
| All | +30.5% | +336.0% | -305.5% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 5y: compounded portfolio wealth divided by compounded HBM 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…
5y analysis · Full analysis span regression · 6 months rolling