+238.2%
HL vs XYL
-15.8%
+254.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.5% |
| 7D | -5.6% | -1.2% | -4.4% | -5.0% |
| 30D | +12.7% | -13.2% | +25.9% | +21.4% |
| 3M | +42.5% | -0.2% | +42.7% | +41.6% |
| 6M | -9.0% | -12.5% | +3.5% | -3.1% |
| YTD | +4.4% | -20.9% | +25.3% | +16.9% |
| 1Y | +82.7% | -21.6% | +104.2% | +105.5% |
| 3Y | +406.3% | +16.1% | +390.1% | +352.8% |
| 5Y | +238.2% | -15.6% | +253.8% | +211.2% |
| All | +238.2% | -15.8% | +254.0% | +211.2% |
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