-10.9%
HAL vs XYL
+3.5%
-14.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.4% | +0.7% |
| 7D | -6.5% | +0.6% | -7.1% | -6.8% |
| 30D | -2.1% | -5.7% | +3.6% | -1.1% |
| 3M | -4.9% | -19.8% | +14.9% | +2.5% |
| 6M | -19.3% | -14.2% | -5.1% | -16.1% |
| YTD | +14.3% | -28.1% | +42.4% | +28.9% |
| 1Y | +17.3% | -35.0% | +52.3% | +40.1% |
| 3Y | -10.9% | +2.1% | -13.0% | -16.5% |
| All | -10.9% | +3.5% | -14.4% | -16.5% |
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