-4.5%
HAL vs XYL
+18.1%
-22.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | -1.9% |
| 7D | +0.5% | +1.8% | -1.3% | -0.3% |
| 30D | +15.9% | -9.2% | +25.2% | +20.3% |
| 3M | -8.7% | -0.3% | -8.4% | -9.4% |
| 6M | +9.0% | -11.0% | +20.0% | +13.3% |
| YTD | +32.0% | -19.2% | +51.2% | +43.4% |
| 1Y | +72.5% | -21.2% | +93.7% | +89.5% |
| 3Y | -4.5% | +18.6% | -23.2% | -6.3% |
| All | -4.5% | +18.1% | -22.6% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling