-22.1%
HDB vs XYL
-23.5%
+1.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +1.9% | +0.7% |
| 7D | +6.9% | -5.9% | +12.8% | +9.0% |
| 30D | +15.2% | -7.3% | +22.5% | +17.3% |
| 3M | +11.7% | -22.5% | +34.2% | +20.5% |
| 6M | +7.5% | -14.4% | +21.9% | +11.9% |
| YTD | -28.8% | -29.4% | +0.6% | -21.4% |
| 1Y | -29.1% | -35.6% | +6.5% | -19.3% |
| 3Y | -7.0% | +0.3% | -7.3% | -13.1% |
| 5Y | -22.1% | -22.3% | +0.3% | -23.4% |
| All | -22.1% | -23.5% | +1.4% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling