+1,358.9%
HD vs XYL
+416.3%
+942.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.3% |
| 7D | +3.6% | +2.1% | +1.5% | +2.8% |
| 30D | +21.6% | -3.4% | +24.9% | +22.6% |
| 3M | +0.1% | -17.2% | +17.3% | +7.8% |
| 6M | +13.0% | -12.0% | +25.0% | +18.4% |
| YTD | +4.9% | -26.3% | +31.2% | +17.9% |
| 1Y | -2.1% | -33.5% | +31.4% | +15.1% |
| 3Y | +32.6% | +6.4% | +26.2% | +24.9% |
| 5Y | +8.2% | -20.9% | +29.1% | +13.6% |
| 10Y | +257.9% | +120.8% | +137.1% | +149.6% |
| All | +1,358.9% | +416.3% | +942.6% | +694.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling