+65.2%
HAS vs XYL
-30.7%
+95.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.0% | -1.9% | +2.5% |
| 7D | +2.4% | +14.5% | -12.1% | +1.0% |
| 30D | +31.6% | -1.3% | +32.9% | +31.5% |
| 3M | +33.9% | -17.0% | +50.8% | +36.5% |
| 6M | +31.4% | -11.3% | +42.7% | +33.5% |
| YTD | +51.6% | -25.0% | +76.6% | +50.3% |
| 1Y | +65.2% | -31.5% | +96.7% | +74.8% |
| All | +65.2% | -30.7% | +95.9% | +74.8% |
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