-37.8%
HDB vs XYL
-15.4%
-22.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.4% |
| 7D | -4.9% | +0.8% | -5.7% | -5.2% |
| 30D | -5.8% | -10.8% | +5.0% | -2.3% |
| 3M | -5.2% | -2.5% | -2.7% | -4.7% |
| 6M | -25.7% | -12.2% | -13.5% | -22.8% |
| YTD | -39.6% | -20.1% | -19.5% | -35.5% |
| 1Y | -36.9% | -20.6% | -16.3% | -32.6% |
| 3Y | -29.7% | +17.3% | -47.1% | -37.1% |
| 5Y | -37.8% | -14.5% | -23.3% | -42.6% |
| All | -37.8% | -15.4% | -22.3% | -42.6% |
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