+21.5%
HAL vs XYL
+389.1%
-367.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.2% |
| 7D | +2.6% | -6.0% | +8.6% | +6.5% |
| 30D | -0.1% | -8.3% | +8.2% | +3.3% |
| 3M | -1.1% | -22.6% | +21.5% | +13.5% |
| 6M | -20.7% | -15.0% | -5.7% | -15.1% |
| YTD | +17.5% | -30.2% | +47.7% | +41.3% |
| 1Y | +24.1% | -36.4% | +60.5% | +58.6% |
| 3Y | -8.4% | -0.9% | -7.5% | -15.2% |
| 5Y | +53.2% | -23.4% | +76.6% | +62.9% |
| 10Y | -17.2% | +100.9% | -118.1% | -53.5% |
| All | +21.5% | +389.1% | -367.6% | -58.7% |
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