+74.2%
HAL vs XYL
-21.6%
+95.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.0% |
| 7D | -1.3% | +0.8% | -2.2% | -1.4% |
| 30D | +10.9% | -10.8% | +21.7% | +12.6% |
| 3M | -5.8% | -2.5% | -3.3% | -5.9% |
| 6M | +8.1% | -12.2% | +20.3% | +10.7% |
| YTD | +33.2% | -20.1% | +53.3% | +41.0% |
| 1Y | +74.2% | -20.6% | +94.8% | +98.2% |
| All | +74.2% | -21.6% | +95.8% | +98.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling