+278.4%
HDB vs XYL
+389.9%
-111.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +2.7% | -3.7% | +6.5% | +4.3% |
| 30D | +14.1% | -8.3% | +22.5% | +17.3% |
| 3M | +11.8% | -21.4% | +33.2% | +22.0% |
| 6M | +8.2% | -12.9% | +21.1% | +12.9% |
| YTD | -29.3% | -30.1% | +0.8% | -19.8% |
| 1Y | -28.8% | -35.2% | +6.4% | -16.7% |
| 3Y | -7.5% | -0.8% | -6.7% | -11.9% |
| 5Y | -23.1% | -23.2% | +0.2% | -20.1% |
| 10Y | +63.7% | +101.2% | -37.5% | +6.6% |
| All | +278.4% | +389.9% | -111.4% | +61.0% |
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