+695.0%
XEL vs HDB
+4,259.4%
-3,564.4%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.3% | +0.1% |
| 7D | +2.4% | +2.7% | -0.3% | +2.0% |
| 30D | +8.3% | +14.1% | -5.8% | +6.1% |
| 3M | +4.2% | +11.8% | -7.7% | +2.3% |
| 6M | +3.7% | +8.2% | -4.4% | +2.1% |
| YTD | +13.1% | -29.3% | +42.4% | +18.2% |
| 1Y | +5.0% | -28.8% | +33.8% | +9.7% |
| 3Y | +55.0% | -7.5% | +62.4% | +54.2% |
| 5Y | +51.8% | -23.1% | +74.9% | +53.6% |
| 10Y | +185.6% | +63.7% | +121.9% | +150.6% |
| All | +695.0% | +4,259.4% | -3,564.4% | +442.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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