+25.9%
HD vs XYL
+5.2%
+20.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.0% |
| 7D | +4.3% | +5.9% | -1.5% | +2.2% |
| 30D | +20.2% | -3.9% | +24.1% | +21.1% |
| 3M | -1.0% | -18.7% | +17.7% | +6.6% |
| 6M | +7.9% | -16.9% | +24.8% | +15.0% |
| YTD | +2.0% | -27.4% | +29.3% | +13.7% |
| 1Y | -4.3% | -34.0% | +29.7% | +11.0% |
| 3Y | +25.9% | +5.6% | +20.3% | +6.0% |
| All | +25.9% | +5.2% | +20.7% | +6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling