+55.7%
HAS vs XYL
+141.5%
-85.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.0% | -5.4% | -3.8% |
| 7D | -3.1% | +1.8% | -4.9% | -4.0% |
| 30D | -2.7% | -9.2% | +6.5% | +1.7% |
| 3M | +8.9% | -0.3% | +9.2% | +8.5% |
| 6M | -2.9% | -11.0% | +8.0% | +1.5% |
| YTD | +12.6% | -19.2% | +31.8% | +22.6% |
| 1Y | +17.5% | -21.2% | +38.7% | +29.4% |
| 3Y | +46.2% | +18.6% | +27.6% | +30.1% |
| 5Y | +12.6% | -14.3% | +26.9% | +14.6% |
| 10Y | +55.7% | +141.0% | -85.3% | +13.2% |
| All | +55.7% | +141.5% | -85.8% | +13.2% |
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