+210.2%
HD vs XYL
+140.7%
+69.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | 0.0% | -0.5% |
| 7D | -1.8% | +0.8% | -2.7% | -2.3% |
| 30D | -10.8% | -10.8% | 0.0% | -5.8% |
| 3M | -2.7% | -2.5% | -0.1% | -1.6% |
| 6M | -10.3% | -12.2% | +1.9% | -4.8% |
| YTD | -7.8% | -20.1% | +12.3% | +1.8% |
| 1Y | -23.1% | -20.6% | -2.5% | -15.0% |
| 3Y | +2.0% | +17.3% | -15.3% | -9.2% |
| 5Y | +6.2% | -14.5% | +20.7% | +8.4% |
| 10Y | +210.2% | +150.2% | +60.0% | +95.4% |
| All | +210.2% | +140.7% | +69.5% | +95.4% |
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