+1,317.8%
HD vs XYL
+408.9%
+909.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -0.9% |
| 7D | +4.3% | +5.9% | -1.5% | +1.9% |
| 30D | +20.2% | -3.9% | +24.1% | +21.5% |
| 3M | -1.0% | -18.7% | +17.7% | +7.4% |
| 6M | +7.9% | -16.9% | +24.8% | +15.9% |
| YTD | +2.0% | -27.4% | +29.3% | +15.3% |
| 1Y | -4.3% | -34.0% | +29.7% | +12.8% |
| 3Y | +25.9% | +5.6% | +20.3% | +19.0% |
| 5Y | +5.8% | -20.6% | +26.4% | +10.9% |
| 10Y | +262.5% | +133.4% | +129.1% | +149.0% |
| All | +1,317.8% | +408.9% | +909.0% | +676.9% |
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 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