-38.0%
HDB vs XYL
-21.7%
-16.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | -6.2% | -1.2% | -4.9% | -5.9% |
| 30D | -6.2% | -13.2% | +6.9% | -2.7% |
| 3M | -5.9% | -0.2% | -5.7% | -6.2% |
| 6M | -25.9% | -12.5% | -13.4% | -24.4% |
| YTD | -40.2% | -20.9% | -19.3% | -38.5% |
| 1Y | -38.0% | -21.6% | -16.4% | -36.8% |
| All | -38.0% | -21.7% | -16.3% | -36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling