+575.2%
HLT vs XYL
+150.5%
+424.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | -1.6% | +1.2% | -2.8% | -2.2% |
| 30D | -5.0% | -11.9% | +6.9% | +0.8% |
| 3M | -10.4% | -1.5% | -8.9% | -10.4% |
| 6M | +3.2% | -11.9% | +15.1% | +8.8% |
| YTD | +6.7% | -20.6% | +27.3% | +17.6% |
| 1Y | +10.3% | -23.5% | +33.8% | +23.6% |
| 3Y | +99.3% | +14.9% | +84.5% | +79.0% |
| 5Y | +143.7% | -15.3% | +159.0% | +147.8% |
| All | +575.2% | +150.5% | +424.8% | +331.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling