+467.4%
HAS vs XYL
+408.9%
+58.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.4% |
| 7D | -0.2% | +5.9% | -6.0% | -2.6% |
| 30D | +31.0% | -3.9% | +34.9% | +32.2% |
| 3M | +30.7% | -18.7% | +49.3% | +41.2% |
| 6M | +23.9% | -16.9% | +40.8% | +32.0% |
| YTD | +48.3% | -27.4% | +75.7% | +66.2% |
| 1Y | +60.2% | -34.0% | +94.2% | +87.6% |
| 3Y | +189.2% | +5.6% | +183.6% | +172.1% |
| 5Y | +50.4% | -20.6% | +71.0% | +56.7% |
| 10Y | +104.2% | +133.4% | -29.2% | +37.9% |
| All | +467.4% | +408.9% | +58.6% | +184.2% |
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 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