+1,890.4%
XEL vs HST
+1,330.6%
+559.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -1.0% | -1.0% | +0.1% | -0.8% |
| 30D | -1.9% | -12.3% | +10.3% | -0.4% |
| 3M | -1.9% | -6.4% | +4.5% | -1.2% |
| 6M | -7.4% | +15.0% | -22.5% | -9.2% |
| YTD | +4.1% | +30.5% | -26.5% | +0.5% |
| 1Y | +8.0% | +35.7% | -27.6% | +3.8% |
| 3Y | +48.4% | +68.4% | -20.0% | +37.7% |
| 5Y | +27.2% | +73.1% | -45.9% | +16.2% |
| 10Y | +146.8% | +92.7% | +54.1% | +114.4% |
| All | +1,890.4% | +1,330.6% | +559.8% | +1,247.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling