+1,920.9%
XEL vs HRB
+3,134.5%
-1,213.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.5% | +8.0% | +2.6% |
| 7D | +1.3% | -9.1% | +10.4% | +2.8% |
| 30D | -1.5% | +0.3% | -1.8% | -1.9% |
| 3M | -0.2% | +23.4% | -23.6% | -4.1% |
| 6M | -5.4% | +45.1% | -50.6% | -12.2% |
| YTD | +5.6% | +8.9% | -3.2% | +2.5% |
| 1Y | +10.5% | -7.9% | +18.4% | +10.0% |
| 3Y | +49.2% | +27.9% | +21.3% | +39.1% |
| 5Y | +30.1% | +108.3% | -78.2% | +10.0% |
| 10Y | +146.7% | +208.4% | -61.8% | +84.9% |
| All | +1,920.9% | +3,134.5% | -1,213.6% | +779.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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