+47.7%
HAS vs XYL
-23.3%
+71.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | +1.4% | -3.7% | +5.1% | +2.9% |
| 30D | +26.3% | -8.3% | +34.6% | +29.7% |
| 3M | +25.6% | -21.4% | +47.0% | +37.6% |
| 6M | +30.3% | -12.9% | +43.2% | +35.6% |
| YTD | +50.4% | -30.1% | +80.4% | +71.3% |
| 1Y | +57.7% | -35.2% | +92.9% | +86.7% |
| 3Y | +213.4% | -0.8% | +214.1% | +197.2% |
| All | +47.7% | -23.3% | +71.1% | +50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling