+101.9%
HAS vs XYL
+129.6%
-27.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.0% |
| 7D | +2.2% | +2.1% | +0.1% | +1.2% |
| 30D | +29.6% | -3.4% | +32.9% | +30.4% |
| 3M | +30.3% | -17.2% | +47.5% | +40.5% |
| 6M | +25.6% | -12.0% | +37.7% | +31.0% |
| YTD | +50.8% | -26.3% | +77.1% | +69.5% |
| 1Y | +63.0% | -33.5% | +96.5% | +92.8% |
| 3Y | +211.6% | +6.4% | +205.2% | +188.6% |
| 5Y | +50.4% | -20.9% | +71.3% | +57.3% |
| 10Y | +101.9% | +120.8% | -19.0% | +57.3% |
| All | +101.9% | +129.6% | -27.7% | +57.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling