+41.5%
HDB vs XYL
+150.5%
-109.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.4% | +6.5% | +6.7% |
| 7D | +0.7% | +1.2% | -0.5% | +0.2% |
| 30D | +1.0% | -11.9% | +12.9% | +6.1% |
| 3M | -2.0% | -1.5% | -0.4% | -1.8% |
| 6M | -18.1% | -11.9% | -6.2% | -14.3% |
| YTD | -36.1% | -20.6% | -15.5% | -30.6% |
| 1Y | -34.0% | -23.5% | -10.5% | -27.4% |
| 3Y | -26.7% | +14.9% | -41.5% | -34.0% |
| 5Y | -33.9% | -15.3% | -18.6% | -33.7% |
| All | +41.5% | +150.5% | -109.0% | -8.3% |
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