+438.9%
HBAN vs XYL
+459.9%
-21.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.1% |
| 7D | -1.5% | +0.8% | -2.3% | -2.1% |
| 30D | -5.5% | -10.8% | +5.3% | +1.0% |
| 3M | -0.2% | -2.5% | +2.3% | +0.6% |
| 6M | +5.2% | -12.2% | +17.3% | +12.6% |
| YTD | -2.3% | -20.1% | +17.8% | +10.4% |
| 1Y | -2.2% | -20.6% | +18.5% | +10.8% |
| 3Y | +73.8% | +17.3% | +56.5% | +52.7% |
| 5Y | +35.2% | -14.5% | +49.7% | +39.4% |
| 10Y | +155.4% | +150.2% | +5.2% | +43.1% |
| All | +438.9% | +459.9% | -21.0% | +112.2% |
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