+392.8%
HL vs XYL
+15.7%
+377.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | -4.4% | +1.2% | -5.6% | -5.0% |
| 30D | +9.3% | -11.9% | +21.2% | +16.6% |
| 3M | +32.0% | -1.5% | +33.5% | +31.6% |
| 6M | -6.4% | -11.9% | +5.5% | -1.0% |
| YTD | +3.1% | -20.6% | +23.7% | +14.5% |
| 1Y | +77.6% | -23.5% | +101.1% | +100.7% |
| 3Y | +392.8% | +14.9% | +378.0% | +339.3% |
| All | +392.8% | +15.7% | +377.1% | +339.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling