+155.3%
HBAN vs XYL
+150.5%
+4.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.5% |
| 7D | -1.0% | +1.2% | -2.2% | -1.8% |
| 30D | -5.6% | -11.9% | +6.3% | +2.2% |
| 3M | -1.1% | -1.5% | +0.4% | -0.9% |
| 6M | +9.9% | -11.9% | +21.8% | +18.0% |
| YTD | -0.9% | -20.6% | +19.6% | +13.4% |
| 1Y | -1.4% | -23.5% | +22.1% | +15.5% |
| 3Y | +78.2% | +14.9% | +63.4% | +55.7% |
| 5Y | +37.0% | -15.3% | +52.3% | +42.7% |
| All | +155.3% | +150.5% | +4.8% | +29.8% |
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