+7.4%
HAL vs XYL
+140.7%
-133.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.6% |
| 7D | -1.3% | +0.8% | -2.2% | -2.0% |
| 30D | +10.9% | -10.8% | +21.7% | +19.3% |
| 3M | -5.8% | -2.5% | -3.3% | -5.4% |
| 6M | +8.1% | -12.2% | +20.3% | +15.5% |
| YTD | +33.2% | -20.1% | +53.3% | +50.9% |
| 1Y | +74.2% | -20.6% | +94.8% | +97.8% |
| 3Y | -3.7% | +17.3% | -21.0% | -19.9% |
| 5Y | +111.9% | -14.5% | +126.4% | +117.2% |
| 10Y | +7.4% | +150.2% | -142.8% | -45.2% |
| All | +7.4% | +140.7% | -133.3% | -45.2% |
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