+25.0%
HL vs XYL
-30.7%
+55.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +5.0% | +8.2% | +11.3% |
| 7D | +0.2% | +14.5% | -14.3% | -4.3% |
| 30D | -12.1% | -1.3% | -10.8% | -13.4% |
| 3M | -2.8% | -17.0% | +14.1% | +6.3% |
| 6M | -14.9% | -11.3% | -3.6% | -12.6% |
| YTD | -22.0% | -25.0% | +2.9% | -14.2% |
| 1Y | +25.0% | -31.5% | +56.6% | +61.9% |
| All | +25.0% | -30.7% | +55.7% | +61.9% |
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