+37.5%
HAL vs XYL
+449.8%
-412.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.7% |
| 7D | +2.9% | -5.0% | +8.0% | +6.3% |
| 30D | +17.0% | -13.2% | +30.3% | +27.9% |
| 3M | -9.7% | -3.7% | -5.9% | -8.4% |
| 6M | +8.6% | -17.7% | +26.3% | +20.9% |
| YTD | +33.0% | -21.5% | +54.5% | +51.9% |
| 1Y | +68.3% | -24.5% | +92.8% | +96.9% |
| 3Y | +0.1% | +6.9% | -6.8% | -10.1% |
| 5Y | +102.6% | -18.1% | +120.7% | +111.9% |
| 10Y | +3.8% | +134.7% | -130.9% | -45.9% |
| All | +37.5% | +449.8% | -412.3% | -55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling