+2,049.0%
XEL vs HST
+1,587.7%
+461.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.3% |
| 7D | +0.7% | -1.3% | +2.0% | +0.9% |
| 30D | +9.3% | +13.4% | -4.0% | +7.7% |
| 3M | +5.3% | +16.7% | -11.4% | +3.3% |
| 6M | +2.2% | +24.0% | -21.8% | -0.6% |
| YTD | +12.3% | +54.0% | -41.6% | +6.3% |
| 1Y | +3.0% | +55.0% | -52.0% | -2.6% |
| 3Y | +51.6% | +89.3% | -37.8% | +38.7% |
| 5Y | +50.0% | +85.4% | -35.4% | +35.9% |
| 10Y | +183.8% | +137.1% | +46.7% | +140.4% |
| All | +2,049.0% | +1,587.7% | +461.3% | +1,325.0% |
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