+687.6%
XEL vs HBM
+654.4%
+33.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.8% | -4.2% | +1.3% |
| 7D | +1.3% | +7.4% | -6.1% | +1.0% |
| 30D | -1.5% | +5.1% | -6.6% | -1.8% |
| 3M | -0.2% | +11.1% | -11.3% | -0.8% |
| 6M | -5.4% | +30.2% | -35.7% | -6.9% |
| YTD | +5.6% | +46.2% | -40.6% | +3.4% |
| 1Y | +10.5% | +120.0% | -109.6% | +6.2% |
| 3Y | +49.2% | +527.4% | -478.2% | +35.9% |
| 5Y | +30.1% | +400.4% | -370.3% | +18.2% |
| 10Y | +146.7% | +621.5% | -474.8% | +107.3% |
| All | +687.6% | +654.4% | +33.2% | +544.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling