+341.6%
HAS vs XYL
+449.8%
-108.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.4% |
| 7D | -1.8% | -5.0% | +3.2% | +0.4% |
| 30D | +2.3% | -13.2% | +15.5% | +8.7% |
| 3M | +10.4% | -3.7% | +14.1% | +11.7% |
| 6M | -3.2% | -17.7% | +14.5% | +4.5% |
| YTD | +15.4% | -21.5% | +36.9% | +26.5% |
| 1Y | +18.8% | -24.5% | +43.3% | +32.5% |
| 3Y | +43.9% | +6.9% | +37.0% | +36.0% |
| 5Y | +13.9% | -18.1% | +32.0% | +18.3% |
| 10Y | +56.4% | +134.7% | -78.3% | +5.7% |
| All | +341.6% | +449.8% | -108.2% | +116.3% |
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 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