-14.9%
HAL vs XYL
+100.4%
-115.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +3.0% | +3.0% |
| 7D | +6.1% | -3.7% | +9.8% | +8.6% |
| 30D | +2.9% | -8.3% | +11.2% | +6.5% |
| 3M | +3.3% | -21.4% | +24.8% | +17.9% |
| 6M | -16.9% | -12.9% | -4.0% | -12.4% |
| YTD | +21.2% | -30.1% | +51.3% | +46.4% |
| 1Y | +27.5% | -35.2% | +62.7% | +62.3% |
| 3Y | -6.4% | -0.8% | -5.7% | -14.6% |
| 5Y | +58.0% | -23.2% | +81.2% | +69.8% |
| All | -14.9% | +100.4% | -115.3% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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