+247.2%
HD vs XYL
+113.6%
+133.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | +0.5% |
| 7D | +5.2% | +0.6% | +4.6% | +5.0% |
| 30D | +20.7% | -5.7% | +26.4% | +23.2% |
| 3M | +0.8% | -19.8% | +20.6% | +11.0% |
| 6M | +12.2% | -14.2% | +26.4% | +19.5% |
| YTD | +4.2% | -28.1% | +32.3% | +20.0% |
| 1Y | -2.6% | -35.0% | +32.4% | +17.8% |
| 3Y | +30.0% | +2.1% | +27.9% | +23.1% |
| 5Y | +8.1% | -22.1% | +30.2% | +14.5% |
| 10Y | +247.2% | +107.0% | +140.2% | +142.9% |
| All | +247.2% | +113.6% | +133.6% | +142.9% |
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