+282.7%
HL vs XYL
+466.0%
-183.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.0% | -4.0% | -2.6% |
| 7D | +7.1% | +1.8% | +5.3% | +6.1% |
| 30D | +21.4% | -9.2% | +30.7% | +27.6% |
| 3M | +37.4% | -0.3% | +37.7% | +36.9% |
| 6M | +0.4% | -11.0% | +11.4% | +6.0% |
| YTD | +6.7% | -19.2% | +25.9% | +18.1% |
| 1Y | +102.4% | -21.2% | +123.6% | +127.0% |
| 3Y | +417.4% | +18.6% | +398.8% | +363.1% |
| 5Y | +243.3% | -14.3% | +257.6% | +255.1% |
| 10Y | +242.6% | +141.0% | +101.5% | +105.8% |
| All | +282.7% | +466.0% | -183.3% | +49.2% |
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 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