+147.5%
XEL vs HST
+109.4%
+38.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -1.2% | +0.7% | -1.9% | -1.3% |
| 30D | -2.9% | -0.7% | -2.2% | -2.8% |
| 3M | -2.7% | -4.0% | +1.3% | -2.3% |
| 6M | -6.5% | +20.7% | -27.2% | -9.0% |
| YTD | +3.6% | +31.0% | -27.4% | -0.4% |
| 1Y | +7.5% | +36.2% | -28.7% | +2.7% |
| 3Y | +46.3% | +66.6% | -20.3% | +34.5% |
| 5Y | +30.5% | +75.8% | -45.3% | +17.3% |
| All | +147.5% | +109.4% | +38.1% | +100.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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