+498.2%
HCA vs XYL
+150.5%
+347.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.2% |
| 7D | +5.4% | +1.2% | +4.2% | +4.7% |
| 30D | +3.0% | -11.9% | +14.9% | +9.3% |
| 3M | +13.0% | -1.5% | +14.6% | +13.5% |
| 6M | -20.3% | -11.9% | -8.4% | -15.7% |
| YTD | -8.2% | -20.6% | +12.3% | +1.3% |
| 1Y | +6.7% | -23.5% | +30.2% | +19.8% |
| 3Y | +60.4% | +14.9% | +45.5% | +41.0% |
| 5Y | +73.4% | -15.3% | +88.7% | +75.1% |
| All | +498.2% | +150.5% | +347.7% | +304.8% |
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