+133.9%
HL vs XYL
-23.4%
+157.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -1.3% |
| 7D | +1.5% | -5.0% | +6.5% | +4.7% |
| 30D | +25.1% | -13.2% | +38.3% | +35.7% |
| 3M | +22.9% | -3.7% | +26.6% | +22.7% |
| 6M | -4.9% | -17.7% | +12.8% | +5.7% |
| YTD | +7.8% | -21.5% | +29.4% | +20.4% |
| 1Y | +133.9% | -24.5% | +158.4% | +171.5% |
| All | +133.9% | -23.4% | +157.3% | +171.5% |
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