+49.7%
XEL vs HST
+92.1%
-42.3%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.6% | -0.2% |
| 7D | +1.7% | +0.6% | +1.1% | +1.7% |
| 30D | +8.6% | +14.5% | -5.9% | +7.6% |
| 3M | +5.1% | +15.4% | -10.3% | +4.0% |
| 6M | +2.5% | +22.0% | -19.5% | +1.0% |
| YTD | +11.0% | +54.9% | -43.9% | +7.5% |
| 1Y | +2.7% | +54.0% | -51.2% | -0.5% |
| 3Y | +49.7% | +90.4% | -40.7% | +34.5% |
| All | +49.7% | +92.1% | -42.3% | +34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling