+248.6%
HD vs XYL
+100.4%
+148.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | 0.0% |
| 7D | +1.5% | -3.7% | +5.3% | +3.4% |
| 30D | +18.0% | -8.3% | +26.3% | +22.0% |
| 3M | +2.8% | -21.4% | +24.2% | +14.3% |
| 6M | +17.0% | -12.9% | +29.9% | +23.6% |
| YTD | +3.5% | -30.1% | +33.6% | +20.8% |
| 1Y | -2.6% | -35.2% | +32.6% | +17.9% |
| 3Y | +30.7% | -0.8% | +31.5% | +25.4% |
| 5Y | +6.2% | -23.2% | +29.5% | +13.3% |
| All | +248.6% | +100.4% | +148.2% | +146.2% |
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 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